A Unified Formulation of Gaussian Versus Sparse Stochastic Processes—Part I: Continuous-Domain Theory

DOI10.1109/TIT.2014.2298453zbMath1360.60079MaRDI QIDQ2986517

Pouya Dehghani Tafti, Michael Unser, Qiyu Sun

Publication date: 16 May 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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