Effective signal extraction via local polynomial approximation under long-range dependency conditions

DOI10.1134/S1995080218030101zbMath1416.60051OpenAlexW2802407814WikidataQ129977759 ScholiaQ129977759MaRDI QIDQ722283

A. V. Artemov

Publication date: 23 July 2018

Published in: Lobachevskii Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1995080218030101

zbMATH Keywords

fractional Brownian motionlong-range dependencesignal extractionlocal polynomial estimatesmooth trend

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Non-Markovian processes: estimation (62M09) Signal detection and filtering (aspects of stochastic processes) (60G35) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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