Wavelet-based estimation of 1/f-type signal parameters: confidence intervals using the bootstrap

Author

Sabatini, Angelo M.

Author_Institution

ARTSLab., Scuola Superiore Sant´´ Anna, Pisa, Italy

Volume

47

Issue

12

fYear

1999

fDate

12/1/1999 12:00:00 AM

Firstpage

3406

Lastpage

3409

Abstract

We propose to construct confidence intervals of parameters of 1/f-type signals using a nonparametric wavelet-based bootstrap method. Bootstrap-based confidence intervals of maximum likelihood parameter estimates are compared to the confidence intervals derived from the Cramer-Rao lower bound (CRLB). For moderately large data sample sizes, the bootstrap approach achieves the nominal coverage and may perform better than the CRLB-based parametric approach

Keywords

maximum likelihood estimation; nonparametric statistics; parameter estimation; signal processing; statistical analysis; stochastic processes; time series; wavelet transforms; 1/f-type signal parameters; Cramer-Rao lower bound; bootstrap; confidence intervals; maximum likelihood parameter estimates; moderately large data sample sizes; nonparametric wavelet-based bootstrap method; statistical signal processing; stochastic processes; wavelet-based estimation; Discrete wavelet transforms; Estimation theory; Maximum likelihood detection; Maximum likelihood estimation; Parameter estimation; Signal analysis; Signal processing; Signal processing algorithms; Stochastic processes; Wavelet analysis;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/78.806085

Filename

806085