Wavelet-Variance-Based Estimation for Composite Stochastic Processes

DOI10.1080/01621459.2013.799920WikidataQ30447998 ScholiaQ30447998MaRDI QIDQ97868

Maria-Pia Victoria-Feser, Jan Skaloud, Yannick Stebler, Stéphane Guerrier, Stéphane Guerrier, Jan Skaloud, Maria-Pia Victoria-Feser, Yannick Stebler

Publication date: September 2013

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2013.799920

zbMATH Keywords

time series; Kalman filter; signal processing; Allan variance

Mathematics Subject Classification ID

62-XX: Statistics

Related Items

Robust Two-Step Wavelet-Based Inference for Time Series Models, simts

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