Wavelet-variance-based estimation for composite stochastic processes

Journal of the American Statistical Association

Volumn 108, Issue 503, 2013, Pages 1021-1030

  Guerrier, Stéphane ^a   Skaloud, Jan ^b   Stebler, Yannick ^b   Victoria Feser, Maria Pia ^a  

^a UNIVERSITY OF GENEVA   (Switzerland)

^b EPFL   (Switzerland)

Author keywords

Allan variance; Kalman filter; Signal processing; Time series

Indexed keywords

EID: 84890063211     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.2013.799920     Document Type: Article

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