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

fYear

1997

fDate

21-23 Jul 1997

Firstpage

453

Lastpage

457

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;

fLanguage

English

Publisher

ieee

Conference_Titel

Higher-Order Statistics, 1997., Proceedings of the IEEE Signal Processing Workshop on

Conference_Location

Banff, Alta.

Print_ISBN

0-8186-8005-9

Type

conf

DOI

10.1109/HOST.1997.613566

Filename

613566

Link To Document

https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3103614