Stochastic resonance in discrete time nonlinear AR(1) models
β Scribed by Zozor, S.; Amblard, P.-O.
- Book ID
- 119791105
- Publisher
- IEEE
- Year
- 1999
- Tongue
- English
- Weight
- 861 KB
- Volume
- 47
- Category
- Article
- ISSN
- 1053-587X
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
This note presents a general time-dependent study of linear stochastic compartmental models in discrete time. The transient distribution of the state of the system is obtained by adapting methods used in the continuous time analysis. Covariance functions with and without a time lag are then deduced
We estimate the mean function and the conditional variance (the volatility function) of a nonlinear ΓΏrst-order autoregressive model nonparametrically. Minimax rates of convergence are established over a scale of Besov bodies Bspq and a range of global L p error measurements, for 16p Β‘ β. We propose