Dynamic components of linear stable mixtures from fractional low order moments
نویسندگان
چکیده
The second moment based independent component analysis scheme of Molgedey and Schuster is generalized to fractional low order moments, relevant for linear mixtures of heavy tail stable processes. The Molgedey and Schuster algorithm stands out by allowing explicitly construction of the independent components. Surpricingly, this tums out to be possible also for decorrelation based on fractional low order moments.
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