Effective signal extraction via local polynomial approximation under long-range dependency conditions

DOI10.1134/S1995080218030101zbMATH Open1416.60051OpenAlexW2802407814WikidataQ129977759 ScholiaQ129977759MaRDI QIDQ722283FDOQ722283

Authors: A. V. Artemov 

Publication date: 23 July 2018

Published in: Lobachevskii Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1995080218030101

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zbMATH Keywords

long-range dependencefractional Brownian motionsignal extractionlocal polynomial estimatesmooth trend

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Fractional processes, including fractional Brownian motion (60G22) Signal detection and filtering (aspects of stochastic processes) (60G35)

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Cited In (1)

• Seasonal signal extraction from GPS coordinate time series using low-rank matrix approximation based on nonconvex log-sum function minimization

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