Wavelet Analysis of a Continuous-time Gaussian Process Observed at Random times and Its Application to the Estimation of the Spectral Density
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چکیده
data are observed at random times. From a wavelet analysis, one derives a nonparametric estimator of the spectral density of a Gaussian process with stationary increments (also stationary Gaussian process) observed at random times.
منابع مشابه
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تاریخ انتشار 2009