Unimodularity of network representations of time-series for unbiased parameter estimation

F. Sobieczky. Unimodularity of network representations of time-series for unbiased parameter estimation. volume 12013, pages 167-175, DOI 10.1007/978-3-030-45093-9_21, 4, 2020.

Autoren
  • Florian Sobieczky
Editoren
  • R. Moreno-Díaz
  • F. Pichler
  • A. Quesada-Arencibia
BuchComputer Aided Systems Theory – Proc. EUROCAST 2019, Part I
TypIn Konferenzband
VerlagSpringer
SerieLecture Notes in Computer Science
Band12013
DOI10.1007/978-3-030-45093-9_21
ISBN978-3-030-45092-2
Monat4
Jahr2020
Seiten167-175
Abstract

 

For the problem of parameter estimation in time-series models of a stream of physical measurements under potential local quality impairments (indicated by an additional binary variable), a lamplighter-graph representation is introduced. This representation makes conditional estimation using large samples conditioned on specific degrees of quality impairment possible. Due to the unimodularity of the network representation, there are unbiased estimators.