A comparison of estimators for 1f noise
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Berndt Pilgram; Daniel T. Kaplan
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Article
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1998
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Elsevier Science
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English
β 925 KB
We use a Monte-Carlo approach to investigate the performance of five different time-series estimators of the exponent in 1/f~' noise. We find that a maximum-likelihood estimator is markedly superior to Fourier regression methods and Hurst exponent methods. The results indicate that useful estimates