scholarly journals Correlation structure, quadratic variations and parameter estimation for the solution to the wave equation with fractional noise

2018 ◽  
Vol 12 (2) ◽  
pp. 3639-3672 ◽  
Author(s):  
Marwa Khalil ◽  
Ciprian A. Tudor
Keyword(s):  
Parameter Estimation ◽  
Wave Equation ◽  
Correlation Structure ◽  
Fractional Noise ◽  
Quadratic Variations

Multidimensional prewhitening for enhanced signal reconstruction and parameter estimation in colored noise with Kronecker correlation structure

2013 ◽  
Vol 93 (11) ◽  
pp. 3209-3226 ◽  
Author(s):  
João Paulo C.L. da Costa ◽  
Kefei Liu ◽  
Hing Cheung So ◽  
Stefanie Schwarz ◽  
Martin Haardt ◽  
...  
Keyword(s):  
Parameter Estimation ◽  
Colored Noise ◽  
Signal Reconstruction ◽  
Correlation Structure
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