Adaptive wavelet based estimator of the memory parameter for stationary Gaussian processes
Texte intégral
Figure
Documents relatifs
Pour préciser le rôle de ces traditions venues d’ailleurs dans l’univers des Propos de table, un second registre d’analyse s’offre cependant à nous, au
To cope with the aforementioned limitations, we propose in this paper several approaches based on the fusion of the OFDM multi-carrier signals used in the OMTDR with low- cost
The association of increased muscle protein catabolism, mitochondrial dysfunction and fatty acid accumulation in skeletal muscle of animals with arthritis supports the hypothesis
(Eds.), Sea-level rise and coastal subsidence. Holocene paleoclimates of India. A similar to 25 ka Indian Ocean monsoon variability record from the Andaman Sea.
This choice of k depends on the smoothness parameter β, and since it is not of the same order as the optimal values of k for the loss l(f, f ′ ) on the spectral densities, the
Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long range dependence, Journal of Time Series Analysis 18, 49-61.. [16]
There has recently been a very important literature on methods to improve the rate of convergence and/or the bias of estimators of the long memory parameter, always under the
We have shown for the first time to our knowledge, the error free transmission of a 10 Gbit/s optical signal in a 2.5-cm long Silicon Germanium waveguide at a wavelength of