A Comparison of Estimators for 1=f Noise a Comparison of Estimators for 1=f Noise
نویسندگان
چکیده
We use a Monte-Carlo approach to investigate the performance of ve diierent time-series estimators of the exponent in 1=f noise. We nd that a maximum-likelihood estimator is markedly superior to Fourier regression methods and Hurst exponent methods. The results indicate that useful estimates of can be made from time series that are much shorter than generally presumed.
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