glamor
发表于 2025-3-25 05:35:28
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无法取消
发表于 2025-3-25 09:31:04
Parametric Estimation Problem for a Time Periodic Signal in a Periodic Noise, and . are continuous periodic in . with the same period ., . is positive, . is a Brownian motion and . is an unknown parameter, .. First, we study this estimation from a continuous time process observed throughout the interval .. Using the maximum likelihood method we build an estimator . of . and
错误
发表于 2025-3-25 14:20:55
Damage Assessment of Rolling Element Bearing Using Cyclostationary Processing of AE Signals with Elent AE activity formed by bursts that repeat in an apparently periodic way. However, the produced signal is actually not periodic, but rather pure cyclostationary at the second order. Since AE are typically measured on the bearing housing, there is high attenuation of the waves, because of the dry m
多骨
发表于 2025-3-25 16:18:56
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FECT
发表于 2025-3-25 23:35:29
Influence of Different Signal Characteristics on PAR Model Stability,y useful for signal with Gaussian noise and rigid periodicity. Since many real data does not always satisfy these conditions we propose to investigate the estimation procedure for a set of simulated signals for which the conditions are not satisfied. We motivate our analysis by signals that represen
In-Situ
发表于 2025-3-26 01:08:22
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共同时代
发表于 2025-3-26 06:43:52
PARMA Models with Applications in R,e. They are similar to ARMA except the coefficients that are periodic in time with a common period. They are widely applied in climatology, hydrology, meteorology and economics data. In this paper we want to familiarize the readers with all the essential steps of PARMA model fitting. We present in d
假装是你
发表于 2025-3-26 10:57:29
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Malleable
发表于 2025-3-26 13:28:18
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尾巴
发表于 2025-3-26 17:41:42
The Dependence Structure for Symmetric ,-stable CARMA(p,q) Processes,c .-stable L.vy motion), that are a natural extension of second-order L.vy-driven CARMA processes. They are also the extension of discrete ARMA models with symmetric .-stable innovations. For the considered stable models, the covariance function is not defined and therefore other measures of depende