Wavelet-based estimation of 1/f-type signal parameters: Confidence intervals using the bootstrap

Authors
Sabatini, AM
Citation
Am. Sabatini, Wavelet-based estimation of 1/f-type signal parameters: Confidence intervals using the bootstrap, IEEE SIGNAL, 47(12), 1999, pp. 3406-3409
Citations number
12
Categorie Soggetti
Eletrical & Eletronics Engineeing
Journal title
IEEE TRANSACTIONS ON SIGNAL PROCESSING
ISSN journal
1053587X → ACNP
Volume
47
Issue
12
Year of publication
1999
Pages
3406 - 3409
Database
ISI
SICI code
1053-587X(199912)47:12<3406:WEO1SP>2.0.ZU;2-L
Abstract
We propose to construct confidence intervals of parameters of 1/f-type sign als using a nonparametric wavelet based bootstrap method. Bootstrap-based c onfidence intervals of maximum likelihood parameter estimates are compared to the confidence intervals derived from the Cramer-Rao lower bound (CRLB). For moderately large data sample sizes, the bootstrap approach achieves th e nominal coverage and may perform better than the CRLB-based parametric ap proach.