EconPapers    
Economics at your fingertips  
 

A noise estimation method for corrupted correlated data

Ippoliti Luigi (), Romagnoli Luca and Fontanella Lara ()
Additional contact information
Ippoliti Luigi: University "G. d'Annunzio"
Romagnoli Luca: ISTAT, Italian Institute of Statistics
Fontanella Lara: University "G. d'Annunzio"

Statistical Methods & Applications, 2005, vol. 14, issue 3, No 3, 343-356

Abstract: 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.

Keywords: Measurement noise estimation; Filtering; Image analysis; Time series; Orthogonal decompositions (search for similar items in EconPapers)
Date: 2005
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://link.springer.com/10.1007/s10260-005-0106-x Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:stmapp:v:14:y:2005:i:3:d:10.1007_s10260-005-0106-x

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10260/PS2

DOI: 10.1007/s10260-005-0106-x

Access Statistics for this article

Statistical Methods & Applications is currently edited by Tommaso Proietti

More articles in Statistical Methods & Applications from Springer, Società Italiana di Statistica
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

 
Page updated 2025-03-20
Handle: RePEc:spr:stmapp:v:14:y:2005:i:3:d:10.1007_s10260-005-0106-x