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- W1582008775 abstract "This paper defines the generalized wavelet Fisher information of parameter<mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML id=M2><mml:mrow><mml:mi>q</mml:mi></mml:mrow></mml:math>. This information measure is obtained by generalizing the time-domain definition of Fisher’s information of Furuichi to the wavelet domain and allows to quantify smoothness and correlation, among other signals characteristics. Closed-form expressions of generalized wavelet Fisher information for<mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML id=M3><mml:mn>1</mml:mn><mml:mo>/</mml:mo><mml:msup><mml:mrow><mml:mi>f</mml:mi></mml:mrow><mml:mrow><mml:mi>α</mml:mi></mml:mrow></mml:msup></mml:math>signals are determined and a detailed discussion of their properties, characteristics and their relationship with wavelet<mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML id=M4><mml:mrow><mml:mi>q</mml:mi></mml:mrow></mml:math>-Fisher information are given. Information planes of<mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML id=M5><mml:mn>1</mml:mn><mml:mo>/</mml:mo><mml:mi>f</mml:mi></mml:math>signals Fisher information are obtained and, based on these, potential applications are highlighted. Finally, generalized wavelet Fisher information is applied to the problem of detecting and locating weak structural breaks in stationary<mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML id=M6><mml:mn>1</mml:mn><mml:mo>/</mml:mo><mml:mi>f</mml:mi></mml:math>signals, particularly for fractional Gaussian noise series. It is shown that by using a joint Fisher/ F -Statistic procedure, significant improvements in time and accuracy are achieved in comparison with the sole application of the F -statistic." @default.
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- W1582008775 date "2015-01-01" @default.
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- W1582008775 title "Generalized Wavelet Fisher’s Information of1/fαSignals" @default.
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- W1582008775 doi "https://doi.org/10.1155/2015/210592" @default.
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