Title :
Playing with long range dependence and HOS
Author :
Amblard, P.O. ; Brossier, J.M. ; Lacoume, J.L.
Author_Institution :
ENSIEG, Saint Martin d´´Heres, France
Abstract :
In this paper, we consider some independent problems concerning HOS and nonGaussian long range dependent processes. We exhibit HOS for non integer FARIMA processes, showing that singularities may occur in multispectrum. A class of nonGaussian processes constructed by a multiplicative process on the dyadic tree is then considered. Finally, long range dependence problems in the Fourier transform are examined
Keywords :
Fourier transforms; higher order statistics; spectral analysis; trees (mathematics); Fourier transform; HOS; dyadic tree; long range dependence; multiplicative process; multispectrum; nonGaussian long range dependent process; noninteger FARIMA processes; singularities; Filtering; Filters; Fourier transforms; Gaussian processes; Higher order statistics; Hydrologic measurements; Hydrology; Parametric statistics; Physics; Stochastic processes;
Conference_Titel :
Higher-Order Statistics, 1997., Proceedings of the IEEE Signal Processing Workshop on
Conference_Location :
Banff, Alta.
Print_ISBN :
0-8186-8005-9
DOI :
10.1109/HOST.1997.613566
