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Responses and Degrees of Freedom of PVAR for a Continuous Power-Law PSD

Abstract : This paper is devoted to the use of the Parabolic Variance (PVAR) to characterize continuous power-law noises. First, from a theoretical calculation, we give the responses of PVAR extended to continuous power-law noises. Second, from an empirical study, we provide an approximated but relevant expression of the uncertainties of PVAR estimates. This simple expression easily applies to continuous power-law noises.
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https://hal.archives-ouvertes.fr/hal-02870806
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Submitted on : Wednesday, June 17, 2020 - 8:29:05 AM
Last modification on : Wednesday, July 1, 2020 - 8:22:19 PM

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François Vernotte, Enrico Rubiola, Siyuan Chen. Responses and Degrees of Freedom of PVAR for a Continuous Power-Law PSD. 2020. ⟨hal-02870806⟩

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