Hong Kong University of Science and Technology

First Page		Document Content
Date: 2009-02-02 23:30:45 Signal processing Covariance and correlation Fractional Brownian motion Autocorrelation Time series Autoregressive integrated moving average Lévy process Stationary process Correlation function Statistics Stochastic processes Time series analysis		Hong Kong University of Science and Technology Add to Reading List Source URL: www.bm.ust.hk Download Document from Source Website File Size: 43,81 KB Share Document on Facebook

	Proc. of the 17th Int. Conference on Digital Audio Effects (DAFx-14), Erlangen, Germany, September 1-5, 2014 POLYPHONIC PITCH DETECTION BY ITERATIVE ANALYSIS OF THE AUTOCORRELATION FUNCTION Sebastian Kraft, Udo Zölzer DocID: 1uPOf - View Document
	PHYSICAL REVIEW E, VOLUME 65, Correlation-dimension and autocorrelation fluctuations in epileptic seizure dynamics Ying-Cheng Lai,1 Ivan Osorio,2,3 Mary Ann F. Harrison,3 and Mark G. Frei3 1 DocID: 1uoDM - View Document
	Is the New Keynesian Phillips Curve Flat?∗ Keith Kuester Federal Reserve Bank of Philadelphia Gernot J. M¨uller Goethe University Frankfurt DocID: 1rqUR - View Document
	vol. 166, no. 1 the american naturalist july 2005 DocID: 1roAN - View Document
	On the finite sample properties of pre-test estimators of spatial models Gianfranco Piras∗ Ingmar R. Prucha† DocID: 1rm2t - View Document