Academic Journal
A nonparametric estimation of the spectral density of a continuous-time Gaussian Process observed at random times
| العنوان: | A nonparametric estimation of the spectral density of a continuous-time Gaussian Process observed at random times |
|---|---|
| المؤلفون: | Jean-marc Bardet, Pierre R. Bertrand |
| المساهمون: | The Pennsylvania State University CiteSeerX Archives |
| المصدر: | http://arxiv.org/pdf/0805.0074v2.pdf. |
| سنة النشر: | 2009 |
| المجموعة: | CiteSeerX |
| مصطلحات موضوعية: | Biological and financial data, Fractional Brownian motion, Gaussian processes observed at random times, Nonparametric estimation, Spectral density, Wavelet analysis |
| الوصف: | In numerous applications (Biology, Finance, Internet Traffic, Oceanography,.) data are observed |
| نوع الوثيقة: | text |
| وصف الملف: | application/pdf |
| اللغة: | English |
| Relation: | http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.312.8267; http://arxiv.org/pdf/0805.0074v2.pdf |
| الاتاحة: | http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.312.8267 http://arxiv.org/pdf/0805.0074v2.pdf |
| Rights: | Metadata may be used without restrictions as long as the oai identifier remains attached to it. |
| رقم الانضمام: | edsbas.C47A8B1E |
| قاعدة البيانات: | BASE |
| الوصف غير متاح. |