A Non-Parametric Estimator of the Spectral Density of a Continuous-Time Gaussian Process Observed at Random Times (Q3103134)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Non-Parametric Estimator of the Spectral Density of a Continuous-Time Gaussian Process Observed at Random Times |
scientific article |
Statements
A Non-Parametric Estimator of the Spectral Density of a Continuous-Time Gaussian Process Observed at Random Times (English)
0 references
26 November 2011
0 references
continuous wavelet transform
0 references
fractional Brownian motion
0 references
Gaussian processes observed at random times
0 references
heartbeat series
0 references
multiscale fractional Brownian motion
0 references
non-parametric estimation
0 references
spectral density
0 references
0 references
