Name
Abstract | ||
|---|---|---|
A class of multiscale stochastic models based on scale-recursive dynamics on trees has recently been introduced. These models are interesting because they can be used to represent a broad class of physical phenomena and because they lead to efficient algorithms for estimation and likelihood calculation. In this paper, we provide a complete statistical characterization of the error associated with smoothed estimates of the multiscale stochastic processes described by these models. In particular, we show that the smoothing error is itself a multiscale stochastic process with parameters that can be explicitly calculated |
Year | DOI | Venue |
|---|---|---|
1995 | 10.1109/9.362875 | IEEE Transactions on Automatic Control |
Keywords | DocType | Volume |
error statistics,estimation theory,statistical analysis,stochastic processes,trees (mathematics),error statics,estimation theory,likelihood calculation,multiscale smoothing error models,multiscale stochastic models,multiscale stochastic process,scale-recursive dynamics,smoothing error,trees | Journal | 40 |
Issue | ISSN | Citations |
1 | 0018-9286 | 14 |
PageRank | References | Authors |
1.92 | 5 | 2 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| M. R. Luettgen | 1 | 125 | 24.52 |
| Alan S. Willsky | 2 | 7466 | 847.01 |