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Volumn 4, Issue 7, 1997, Pages 201-203

Least Lp-norm estimation of autoregressive model coefficients of symmetric α-stable processes

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; ITERATIVE METHODS; LEAST SQUARES APPROXIMATIONS; MATHEMATICAL MODELS; REGRESSION ANALYSIS;

EID: 0031189237     PISSN: 10709908     EISSN: None     Source Type: Journal    
DOI: 10.1109/97.596886     Document Type: Article
Times cited : (19)

References (10)
  • 3
    • 0016355598 scopus 로고
    • Regression and autoregression with infinite variance
    • M. Kanter and W. L. Steiger, "Regression and autoregression with infinite variance," Adv. Appl. Probab., vol. 6, pp. 768-783, 1974.
    • (1974) Adv. Appl. Probab. , vol.6 , pp. 768-783
    • Kanter, M.1    Steiger, W.L.2
  • 4
    • 0001160245 scopus 로고
    • Regression with non-Gaussian stable disturbances
    • May
    • R. Blattberg and T. Sargent, "Regression with non-Gaussian stable disturbances," Econometrica. vol. 39, pp. 501-510, May 1971.
    • (1971) Econometrica , vol.39 , pp. 501-510
    • Blattberg, R.1    Sargent, T.2
  • 5
    • 0029514228 scopus 로고
    • Parameter estimation and blind channel identification in impulsive signal environments
    • Dec.
    • X. Ma and C. L. Nikias, "Parameter estimation and blind channel identification in impulsive signal environments," IEEE Trans. Signal Processing, vol. 43, pp. 2884-2897, Dec. 1995.
    • (1995) IEEE Trans. Signal Processing , vol.43 , pp. 2884-2897
    • Ma, X.1    Nikias, C.L.2
  • 6
    • 3643074497 scopus 로고    scopus 로고
    • p -norm estimates of autoregressive model coefficients of symmetric ∩-stable processes
    • Dept. Eng., Univ. Cambridge. Cambridge, UK
    • p -norm estimates of autoregressive model coefficients of symmetric ∩-stable processes," Tech. Rep. CUED/F-INFENG/TR.293, Dept. Eng., Univ. Cambridge. Cambridge, UK, 1997.
    • (1997) Tech. Rep. CUED/F-INFENG/TR.293
    • Kuruoǧlu, E.E.1    Rayner, P.J.W.2    Fitzgerald, W.J.3
  • 7
    • 0004011180 scopus 로고
    • Convergence of the iteratively reweighted least squares algorithm for robust regression
    • Dept. Math. Sci., John Hopkins Univ., Baltimore, MD
    • R. H. Byrd and D. A. Pyne, "Convergence of the iteratively reweighted least squares algorithm for robust regression," Tech. Rep. 313, Dept. Math. Sci., John Hopkins Univ., Baltimore, MD, 1979.
    • (1979) Tech. Rep. , vol.313
    • Byrd, R.H.1    Pyne, D.A.2
  • 9
    • 0027624516 scopus 로고
    • Signal processing with fractional lower order moments: Stable processes and their applications
    • July
    • M. Shao and C. L. Nikias, "Signal processing with fractional lower order moments: Stable processes and their applications," Proc. IEEE, vol. 81, pp. 986-1010, July 1993.
    • (1993) Proc. IEEE , vol.81 , pp. 986-1010
    • Shao, M.1    Nikias, C.L.2
  • 10
    • 0028549294 scopus 로고
    • Adaptive filtering for nonGaussian stable processes
    • Nov.
    • O. Arikan, A. E. Cetin, and E. Erzin, "Adaptive filtering for nonGaussian stable processes," IEEE Signal Processing Lett., vol. 1, pp. 163-165, Nov. 1994.
    • (1994) IEEE Signal Processing Lett. , vol.1 , pp. 163-165
    • Arikan, O.1    Cetin, A.E.2    Erzin, E.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.