Approach for extending sequence memory based on fractionally differenced model

Based on the decorrelation and frequency-band partitions of DWT for long memory process （LMP）, a ap-proximating covariance matrix was given and a related transform was constructed, which could transform an IID stochas-tic vector into a sample realization of fractionally differenced （FD） process. To...

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Autori principali:	JIA Dai-ping1, FAN Hong-da2
Natura:	Artigo
Lingua:	Chinês
Pubblicazione:	Editorial Department of Journal on Communications 2006-01-01
Serie:	Tongxin xuebao
Soggetti:	stochastic sequence extending memory sub-band variance fractionally differencing pyramid algorithm parameter estimation
Accesso online:	http://www.joconline.com.cn/zh/article/74661025/
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