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

05/27/2020

∙

by   François Vernotte, et al.

∙

0

∙

share

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.