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A noise estimation method for corrupted correlated data

Author

Listed:
  • Ippoliti Luigi

    (University "G. d'Annunzio")

  • Romagnoli Luca

    (ISTAT, Italian Institute of Statistics)

  • Fontanella Lara

    (University "G. d'Annunzio")

Abstract

. Data acquisition, both in time and in spatial domains, in many cases yields observations with a measurement error. The identification of such a component, that masks the phenomenon under study (signal), must be carried out before the model of interest is specified. The objective of the paper is to propose an estimator for the parameters of an additive noise and compare it with existing methods by applications to both simulated and real data sets.

Suggested Citation

  • Ippoliti Luigi & Romagnoli Luca & Fontanella Lara, 2005. "A noise estimation method for corrupted correlated data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 14(3), pages 343-356, December.
    • Handle: RePEc:spr:stmapp:v:14:y:2005:i:3:d:10.1007_s10260-005-0106-x
    DOI: 10.1007/s10260-005-0106-x
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    Cited by:

    1. Lara Fontanella & Luigi Ippoliti & Arcangelo Merla, 2012. "Multiresolution Karhunen Loéve analysis of galvanic skin response for psycho-physiological studies," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(3), pages 287-309, April.

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