Linear parametric models for signals with long-range dependence and infinite variance

Linear parametric models for signals with long-range dependence and infinite variance

Two models of long-range dependence with finite and infinite variance that have been proposed in the mathematics literature are considered. The models are used for the characterization of experimental data in order to determine the possible benefits they offer over existing models. They are presente...

Ausführliche Beschreibung

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Bibliographische Detailangaben
Hauptverfasser: Kogon, S.M., Manolakis, D.G.
Format: Tagungsbericht
Sprache:eng
Schlagworte:
Biological system modeling
Biomedical signal processing
Digital signal processing
Fractals
Gaussian distribution
Hydrology
Laboratories
Parametric statistics
Probability distribution
Stochastic processes
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Beschreibung
Zusammenfassung:Two models of long-range dependence with finite and infinite variance that have been proposed in the mathematics literature are considered. The models are used for the characterization of experimental data in order to determine the possible benefits they offer over existing models. They are presented under a unified framework and their similarities and differences are investigated by applying the models to real world data in the form of infrared background signals.
ISSN:1520-6149
2379-190X
DOI:10.1109/ICASSP.1995.479869