Deconvolution of non-Gaussian linear processes with vanishing spectral values

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Surrogate testing of linear feedback processes with non - Gaussian innovations

Surrogate testing of linear feedback processes with non-Gaussian innovations Radhakrishnan Nagarajan Abstract Surrogate testing is used widely to determine the nature of the process generating the given empirical sample. In the present study, the usefulness of phase-randomized surrogates, amplitude adjusted Fourier transform (AAFT) and iterated amplitude adjusted Fourier transform (IAAFT) surro...

متن کامل

Bayesian deconvolution of Bernoulli-Gaussian processes

We present some Bayesian algorithms for the detection and estimation of Beruoulli-Gaussian processes, when just a filtered and noise-corrupted version of the original sequence is available. In a Bayesian framework, reconstruction is obtained from the posterior distribution of this sequence. Then, we conventionally define the likelihood of a Beruoulli~3aussian process and show that this prior de...

متن کامل

On the unique representation of non-Gaussian multivariate linear processes

In contrast to the fact that Gaussian linear processes generally have nonunique moving-average representations, non-Gaussian univariate linear processes have been shown to admit essentially unique moving-average representation, under various regularity conditions. We extend the one-dimensional result to multivariate processes. Under various conditions on the intercomponent dependence structure ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Proceedings of the National Academy of Sciences

سال: 1986

ISSN: 0027-8424,1091-6490

DOI: 10.1073/pnas.83.2.199