Inference of time-varying regression models

T Zhang, WB Wu - The Annals of Statistics, 2012 - projecteuclid.org
We consider parameter estimation, hypothesis testing and variable selection for partially
time-varying coefficient models. Our asymptotic theory has the useful feature that it can allow …

Characteristic function based parameter estimation of skewed alpha-stable distribution: An analytical approach

MH Bibalan, H Amindavar, M Amirmazlaghani - Signal Processing, 2017 - Elsevier
This paper introduces a new technique for analytical parameter estimation of skewed α-
stable distribution with 1< α≤ 2. Stable distribution as a four-parameter non-Gaussian …

[PDF][PDF] Bibliography on stable distributions, processes and related topics

J Nolan - Technical Report, 2010 - edspace.american.edu
The following sections are a start on organizing references on stable distributions by topic. It
is far from complete. Starting on page 23 there is an extensive list of papers, most on stable …

Bayesian inference for amplitude distribution with application to radar clutter

M Teimouri, SM Hoseini, MS Greco - Digital Signal Processing, 2024 - Elsevier
The performance of telecommunication systems is significantly subject to scattered signals
superposed at the receivers. Notably, if the superposed scattered signals are impulsive in …

A validation study of α-stable distribution characteristic for seismic data

B Yue, Z Peng - Signal processing, 2015 - Elsevier
This paper studied the statistical characteristics of seismic traces. Compared with the
statistical characteristic of α-stable distribution random variables, it drew a conclusion that …

Time-varying ARMA stable process estimation using sequential Monte Carlo

R Huang, H Zheng, EE Kuruoglu - Signal, Image and Video Processing, 2013 - Springer
Various time series data in applications ranging from telecommunications to financial
analysis and from geophysical signals to biological signals exhibit non-stationary and non …

Distributed detection and decision fusion using particle filter concepts

U Mamikoğlu - acikbilim.yok.gov.tr
In this thesis, a distributed detection and decision fusion system that operates under non
Gaussian noise with unknown parameters is developed. The main objective is to find …

Study of multi-targets tracking algorithm based on proposed particle filtering

X Zhongyu, C Hongxia, Z Li… - Proceeding of the 11th …, 2014 - ieeexplore.ieee.org
Aiming at data correlation and estimation problems in particle filtering multi-targets tracking,
classical particle filtering is extended into multi-targets state estimation in the given several …

Superimposed event detection by particle filters

O Urfalioglu, EE Kuruoglu, AE Cetin - IET signal processing, 2011 - IET
In this study, the authors consider online detection and separation of superimposed events
by applying particle filtering. They observe only a single-channel superimposed signal …

[引用][C] 基于改进粒子滤波的多目标跟踪算法研究

初红霞, 谢忠玉, 王希凤, 李占英, 李欣 - 计算机工程与设计, 2014