Statistical signal extraction using stable processes

DOI10.1016/j.spl.2008.11.006zbMath1158.62058OpenAlexW2096025348MaRDI QIDQ1012209

J. Martínez

Publication date: 15 April 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: http://dyuthi.cusat.ac.in/purl/2855

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Statistical aspects of information-theoretic topics (62B10)

Related Items (1)

Stable Autoregressive Models and Signal Estimation

Cites Work

• Linear prediction of ARMA processes with infinite variance
• Computation of asymmetric signal extraction filters and mean squared error for ARIMA component models
• The Kalman-Lévy filter
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