## Denoising Deterministic Time Series (2002)

Citations: | 3 - 0 self |

### BibTeX

@MISC{Lalley02denoisingdeterministic,

author = {Steven Lalley and Andrew B. Nobel},

title = {Denoising Deterministic Time Series},

year = {2002}

}

### OpenURL

### Abstract

This paper addresses a problem of statistical inference from dependent processes, namely how to recover a deterministic time series from observations that are corrupted by additive, independent noise. We will refer to this as the denoising problem. A distinctive feature of the denoising problem is that the available observations exhibit dependence across long time scales and, as a consequence, existing statistical theory and methods are not readily applicable. This paper describes one analysis of the denoising problem, beginning from rst principles. We establish both positive and negative results.