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

Autoren Florian Sobieczky
Editoren R. Moreno-Díaz
F. Pichler
A. Quesada-Arencibia
Titel Unimodularity of network representations of time-series for unbiased parameter estimation
Buchtitel Computer Aided Systems Theory – Proc. EUROCAST 2019, Part I
Typ in Konferenzband
Verlag Springer
Serie Lecture Notes in Computer Science
Band 12013
ISBN 978-3-030-45092-2
DOI 10.1007/978-3-030-45093-9_21
Monat April
Jahr 2020
Seiten 167-175
SCCH ID# 18090
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.