玩远程依赖和居屋

Proceedings of the IEEE Signal Processing Workshop on Higher-Order Statistics Pub Date : 1997-07-21 DOI:10.1109/HOST.1997.613566

P. Amblard, J. Brossier, J. Lacoume

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引用次数: 2

摘要

本文考虑了一些关于HOS和非高斯长程相关过程的独立问题。我们展示了非整数FARIMA过程的HOS，表明在多谱中可能出现奇点。然后考虑了一类由二进树上的一个乘法过程构造的非高斯过程。最后，研究了傅里叶变换中的长程相关问题。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Playing with long range dependence and HOS

In this paper, we consider some independent problems concerning HOS and nonGaussian long range dependent processes. We exhibit HOS for non integer FARIMA processes, showing that singularities may occur in multispectrum. A class of nonGaussian processes constructed by a multiplicative process on the dyadic tree is then considered. Finally, long range dependence problems in the Fourier transform are examined.

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Proceedings of the IEEE Signal Processing Workshop on Higher-Order Statistics

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