Wavelet-based parameter estimation for polynomial contaminated fractionally differenced processes
نویسندگان
چکیده
منابع مشابه
Wavelet-Based Parameter Estimation for Trend Contaminated Fractionally Differenced Processes
A common problem in the analysis of time series is how to deal with a possible trend component, which is usually thought of as large scale (or low frequency) variations or patterns in the series that might be best modeled separately from the rest of the series. Trend is often confounded with low frequency stochastic fluctuations, particularly in the case of models such as fractionally differenc...
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ژورنال
عنوان ژورنال: IEEE Transactions on Signal Processing
سال: 2005
ISSN: 1053-587X
DOI: 10.1109/tsp.2005.851111