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SY-7-1 Comparison of Technics for ER estimation

โœ Scribed by S. Thorpe

Book ID
116168194
Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
156 KB
Volume
32
Category
Article
ISSN
0959-8049

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โœ Berndt Pilgram; Daniel T. Kaplan ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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