Generalized spectral coherence for cyclostationary signals with α-stable distribution
Sign Up to like & getrecommendations! Published in 2021 at "Mechanical Systems and Signal Processing"
DOI: 10.1016/j.ymssp.2021.107737
Abstract: Abstract The statistical characteristics of cyclostationary signals vary periodically in time. In the Gaussian (or second-order) case this property is typically related to the periodic autocovariance function. Thus, many classical methods for detection of cyclostationarity… read more here.
Keywords: spectral coherence; cyclostationary signals; stable distribution; generalized spectral ... See more keywords
Stochastic maps, continuous approximation, and stable distribution.
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DOI: 10.1103/physreve.96.042139
Abstract: A continuous approximation framework for general nonlinear stochastic as well as deterministic discrete maps is developed. For the stochastic map with uncorelated Gaussian noise, by successively applying the Itô lemma, we obtain a Langevin type… read more here.
Keywords: stable distribution; noise; continuous approximation; distribution stochastic ... See more keywords
Closed-form solutions for the Lévy-stable distribution.
Sign Up to like & getrecommendations! Published in 2018 at "Physical Review E"
DOI: 10.1103/physreve.98.012103
Abstract: The Lévy-stable distribution is the attractor of distributions which hold power laws with infinite variance. This distribution has been used in a variety of research areas; for example, in economics it is used to model… read more here.
Keywords: analytical approximation; function; uniform solution; stable distribution ... See more keywords
Parameter estimates of alpha-stable distribution and Hurst coefficients
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Environmental Engineering and Science"
DOI: 10.1680/jenes.17.00027
Abstract: This paper presents a comparison of six different methods of estimating parameters for alpha-stable distributions on simulated and real data. Subsequently, the paper numerically investigates the re... read more here.
Keywords: distribution hurst; alpha stable; hurst coefficients; parameter estimates ... See more keywords