Linear parametric models for signals with long-range dependence and infinite variance
- 19 November 2002
- conference paper
- Published by Institute of Electrical and Electronics Engineers (IEEE)
- Vol. 3, 1597-1600 vol.3
- https://doi.org/10.1109/icassp.1995.479869
Abstract
Two models of long-range dependence with finite and infinite variance that have been proposed in the mathematics literature are considered. The models are used for the characterization of experimental data in order to determine the possible benefits they offer over existing models. They are presented under a unified framework and their similarities and differences are investigated by applying the models to real world data in the form of infrared background signals.Keywords
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