Wavelet-Variance-Based Estimation for Composite Stochastic Processes
نویسندگان
چکیده
منابع مشابه
Wavelet-Variance-Based Estimation for Composite Stochastic Processes
This article presents a new estimation method for the parameters of a time series model. We consider here composite Gaussian processes that are the sum of independent Gaussian processes which, in turn, explain an important aspect of the time series, as is the case in engineering and natural sciences. The proposed estimation method offers an alternative to classical estimation based on the likel...
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 2013
ISSN: 0162-1459,1537-274X
DOI: 10.1080/01621459.2013.799920