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MaRDI QIDQ102029CRANFDO

Authors Haotian Xu, Ahmed Radi, Gaetan Bakalli, Yuming Zhang, James Balamuta, Nathanael Claussen, Stéphane Guerrier, Roberto Molinari, Justin Lee

Last update 29 August 2023

Copyright license GNU Affero General Public License, version 3.0

Software version identifier 0.1.2, 0.1.0, 0.1.1, 0.1.3

Description

Implements the allan variance and allan variance linear regression estimator for latent time series models. More details about the method can be found, for example, in Guerrier, S., Molinari, R., & Stebler, Y. (2016) <doi:10.1109/LSP.2016.2541867>.

Cites work

• Theoretical Limitations of Allan Variance-based Regression for Time Series Model Estimation

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