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    Simulation methodology for inference on physical parameters of complex vector-valued signals

    Chandna, Swati and Walden, A. (2013) Simulation methodology for inference on physical parameters of complex vector-valued signals. IEEE Transactions on Signal Processing 61 (21), pp. 5260-5269. ISSN 1053-587X.

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    Abstract

    Complex-valued vector time series occur in diverse fields such as oceanography and meteorology, and scientifically interpretable parameters may be estimated from them. We show that it is possible to make inference such as confidence intervals on these parameters using a vector-valued circulant embedding simulation method, combined with bootstrapping. We apply the methodology to three parameters of interest in oceanography, and compare the resulting simulated confidence intervals with those computed using analytic results. We conclude that the simulation scheme offers an inference approach either in the absence of theoretical distributional results, or to check the effect of nuisance parameters where theoretical results are available.

    Metadata

    Item Type: Article
    Additional Information: (c) 2013 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other users, including reprinting/ republishing this material for advertising or promotional purposes, creating new collective works for resale or redistribution to servers or lists, or reuse of any copyrighted components of this work in other works.
    School: Birkbeck Schools and Departments > School of Business, Economics & Informatics > Economics, Mathematics and Statistics
    Depositing User: Swati Chandna
    Date Deposited: 04 Jan 2019 13:24
    Last Modified: 26 Jun 2020 12:41
    URI: http://eprints.bbk.ac.uk/id/eprint/25636

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