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Concept

Long-range dependence

Publications associées (22)

Prédiction spatiale en présence d'erreurs substitutives et modélisation par drap stable

Baptiste Fournier

In geostatistics, the presence of outlying data is more the rule than the exception. Moreover, the statistical analysis of data contaminated by outliers requires caution, particularly when a spatial dependence exists. In order to take into account these po ...

EPFL2007

Optimal Interpolation of Fractional Brownian Motion Given Its Noisy Samples

Michaël Unser, Thierry Blu

We consider the problem of estimating a fractional Brownian motion known only from its noisy samples at the integers. We show that the optimal estimator can be expressed using a digital Wiener-like filter followed by a simple time-variant correction accoun ...

IEEE2006