Two-dimensional model-based power spectrum estimation for nonextendible correlation bisequences

1997 ◽  
Vol 16 (2) ◽  
pp. 141-163 ◽  
Author(s):  
K. J. Boo ◽  
N. K. Bose
2013 ◽  
Vol 706-708 ◽  
pp. 1923-1927 ◽  
Author(s):  
Li Zhao ◽  
Yang He

This paper uses three common AR model power spectrum estimation algorithms which are the Yule-Walker method, the burg method and the improved covariance method. Taking Matlab as a tool, the corresponding algorithms are used to carry out the power spectrum estimation of motor imagery EEG, the relationships and distinctions between the spectrum charts are compared in order to find the relatively appropriate algorithm for analyzing the EEG, which aims at providing a theoretical guidance for processing the motor imagery EEG and laying a foundation for further research.


2017 ◽  
Vol 49 (4) ◽  
pp. 1144-1169 ◽  
Author(s):  
Peng Jin ◽  
Jonas Kremer ◽  
Barbara Rüdiger

Abstract We study an affine two-factor model introduced by Barczy et al. (2014). One component of this two-dimensional model is the so-called α-root process, which generalizes the well-known Cox–Ingersoll–Ross process. In the α = 2 case, this two-factor model was used by Chen and Joslin (2012) to price defaultable bonds with stochastic recovery rates. In this paper we prove exponential ergodicity of this two-factor model when α ∈ (1, 2). As a possible application, our result can be used to study the parameter estimation problem of the model.


1986 ◽  
Vol 5 (4) ◽  
pp. 38-55 ◽  
Author(s):  
Alan Kalvin ◽  
Edith Schonberg ◽  
Jacob T. Schwartz ◽  
Micha Sharir

2002 ◽  
Vol 38 (24) ◽  
pp. 1513 ◽  
Author(s):  
M. Hu ◽  
S. Worrall ◽  
A.H. Sadka ◽  
A.M. Kondoz

2019 ◽  
Vol 233-234 ◽  
pp. 975-984 ◽  
Author(s):  
Mingwei Ge ◽  
Ying Wu ◽  
Yongqian Liu ◽  
Qi Li

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