Statistical signal extraction using stable processes

DOI10.1016/J.SPL.2008.11.006MaRDI QIDQ1012209zbMATH OpenOpenAlexFDO

Authors J. Martínez

Publication date 15 April 2009

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL http://dyuthi.cusat.ac.in/purl/2855

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Inference from stochastic processes and prediction (62M20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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• scientific article; zbMATH DE number 3224055 (Why is no real title available?)
• scientific article; zbMATH DE number 3038819 (Why is no real title available?)
• Computation of asymmetric signal extraction filters and mean squared error for ARIMA component models
• Linear prediction of ARMA processes with infinite variance
• The Kalman-Lévy filter

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(7)

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• Alpha-stable signals and adaptive filtering
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• Editorial: The third special issue on statistical signal extraction and filtering
• Stable autoregressive models and signal estimation

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