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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Bibliographic Details

Main Authors:	JIA Dai-ping1, FAN Hong-da2
Format:	Artigo
Language:	Chinês
Published:	Editorial Department of Journal on Communications 2006-01-01
Series:	Tongxin xuebao
Subjects:	stochastic sequence;extending memory;sub-band variance;fractionally differencing;pyramid algorithm;parameter estimation
Online Access:	http://www.joconline.com.cn/thesisDetails?columnId=74661025&Fpath=home&index=0
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