{"id":"https://openalex.org/W2046211645","doi":"https://doi.org/10.1109/sam.2014.6882403","title":"Conditional variance LMMSE estimator for a GARCH process clutter model","display_name":"Conditional variance LMMSE estimator for a GARCH process clutter model","publication_year":2014,"publication_date":"2014-06-01","ids":{"openalex":"https://openalex.org/W2046211645","doi":"https://doi.org/10.1109/sam.2014.6882403","mag":"2046211645"},"language":"en","primary_location":{"id":"doi:10.1109/sam.2014.6882403","is_oa":false,"landing_page_url":"https://doi.org/10.1109/sam.2014.6882403","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2014 IEEE 8th Sensor Array and Multichannel Signal Processing Workshop (SAM)","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5101559552","display_name":"Juan Pablo Pascual","orcid":"https://orcid.org/0000-0002-8125-3207"},"institutions":[{"id":"https://openalex.org/I4210128307","display_name":"Centro Cient\u00edfico Tecnol\u00f3gico - Tucum\u00e1n","ror":"https://ror.org/03w8cva37","country_code":"AR","type":"facility","lineage":["https://openalex.org/I151201029","https://openalex.org/I4210123736","https://openalex.org/I4210128307","https://openalex.org/I4387155568"]},{"id":"https://openalex.org/I874386039","display_name":"Universidad Nacional de La Plata","ror":"https://ror.org/01tjs6929","country_code":"AR","type":"education","lineage":["https://openalex.org/I874386039"]}],"countries":["AR"],"is_corresponding":true,"raw_author_name":"Juan Pablo Pascual","raw_affiliation_strings":["Consejo Nacional de Investigaciones Cienttficas y Tecnicas (CONICET)","LEICI, Univ. Nac. de La Plata (UNLP), Buenos Aires, Argentina"],"affiliations":[{"raw_affiliation_string":"Consejo Nacional de Investigaciones Cienttficas y Tecnicas (CONICET)","institution_ids":["https://openalex.org/I4210128307"]},{"raw_affiliation_string":"LEICI, Univ. Nac. de La Plata (UNLP), Buenos Aires, Argentina","institution_ids":["https://openalex.org/I874386039"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5056838840","display_name":"Nicol\u00e1s von Ellenrieder","orcid":"https://orcid.org/0000-0003-0845-347X"},"institutions":[{"id":"https://openalex.org/I874386039","display_name":"Universidad Nacional de La Plata","ror":"https://ror.org/01tjs6929","country_code":"AR","type":"education","lineage":["https://openalex.org/I874386039"]},{"id":"https://openalex.org/I4210128307","display_name":"Centro Cient\u00edfico Tecnol\u00f3gico - Tucum\u00e1n","ror":"https://ror.org/03w8cva37","country_code":"AR","type":"facility","lineage":["https://openalex.org/I151201029","https://openalex.org/I4210123736","https://openalex.org/I4210128307","https://openalex.org/I4387155568"]}],"countries":["AR"],"is_corresponding":false,"raw_author_name":"Nicolas von Ellenrieder","raw_affiliation_strings":["Consejo Nacional de Investigaciones Cienttficas y Tecnicas (CONICET)","LEICI, Univ. Nac. de La Plata (UNLP), Buenos Aires, Argentina"],"affiliations":[{"raw_affiliation_string":"Consejo Nacional de Investigaciones Cienttficas y Tecnicas (CONICET)","institution_ids":["https://openalex.org/I4210128307"]},{"raw_affiliation_string":"LEICI, Univ. Nac. de La Plata (UNLP), Buenos Aires, Argentina","institution_ids":["https://openalex.org/I874386039"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5020838397","display_name":"Carlos H. Muravchik","orcid":"https://orcid.org/0000-0003-2954-6675"},"institutions":[{"id":"https://openalex.org/I874386039","display_name":"Universidad Nacional de La Plata","ror":"https://ror.org/01tjs6929","country_code":"AR","type":"education","lineage":["https://openalex.org/I874386039"]},{"id":"https://openalex.org/I4210122970","display_name":"Comisi\u00f3n de Investigaciones Cient\u00edficas","ror":"https://ror.org/02s7sax82","country_code":"AR","type":"funder","lineage":["https://openalex.org/I4210122970"]}],"countries":["AR"],"is_corresponding":false,"raw_author_name":"Carlos H. Muravchik","raw_affiliation_strings":["Comisi6n de Investigaciones Cient\u00edficas de la Provincia de Buenos Aires (CICPBA)","LEICI, Univ. Nac. de La Plata (UNLP), Buenos Aires, Argentina"],"affiliations":[{"raw_affiliation_string":"Comisi6n de Investigaciones Cient\u00edficas de la Provincia de Buenos Aires (CICPBA)","institution_ids":["https://openalex.org/I4210122970"]},{"raw_affiliation_string":"LEICI, Univ. Nac. de La Plata (UNLP), Buenos Aires, Argentina","institution_ids":["https://openalex.org/I874386039"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5101559552"],"corresponding_institution_ids":["https://openalex.org/I4210128307","https://openalex.org/I874386039"],"apc_list":null,"apc_paid":null,"fwci":0.4408,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.72196454,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":null,"issue":null,"first_page":"309","last_page":"312"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9984999895095825,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9984999895095825,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10891","display_name":"Radar Systems and Signal Processing","score":0.9962999820709229,"subfield":{"id":"https://openalex.org/subfields/2202","display_name":"Aerospace Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10968","display_name":"Statistical Distribution Estimation and Applications","score":0.98580002784729,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/autoregressive-conditional-heteroskedasticity","display_name":"Autoregressive conditional heteroskedasticity","score":0.7944412231445312},{"id":"https://openalex.org/keywords/conditional-variance","display_name":"Conditional variance","score":0.7616634964942932},{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.6591947674751282},{"id":"https://openalex.org/keywords/kalman-filter","display_name":"Kalman filter","score":0.6058914661407471},{"id":"https://openalex.org/keywords/clutter","display_name":"Clutter","score":0.5433521866798401},{"id":"https://openalex.org/keywords/variance","display_name":"Variance (accounting)","score":0.4917026162147522},{"id":"https://openalex.org/keywords/minimum-mean-square-error","display_name":"Minimum mean square error","score":0.4784536361694336},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.45246362686157227},{"id":"https://openalex.org/keywords/minimum-variance-unbiased-estimator","display_name":"Minimum-variance unbiased estimator","score":0.4254021942615509},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.39895400404930115},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.351101815700531},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.34231406450271606},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.24533212184906006},{"id":"https://openalex.org/keywords/radar","display_name":"Radar","score":0.23282945156097412},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.07653260231018066}],"concepts":[{"id":"https://openalex.org/C23922673","wikidata":"https://www.wikidata.org/wiki/Q180752","display_name":"Autoregressive conditional heteroskedasticity","level":3,"score":0.7944412231445312},{"id":"https://openalex.org/C21430997","wikidata":"https://www.wikidata.org/wiki/Q5159279","display_name":"Conditional variance","level":4,"score":0.7616634964942932},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.6591947674751282},{"id":"https://openalex.org/C157286648","wikidata":"https://www.wikidata.org/wiki/Q846780","display_name":"Kalman filter","level":2,"score":0.6058914661407471},{"id":"https://openalex.org/C132094186","wikidata":"https://www.wikidata.org/wiki/Q641585","display_name":"Clutter","level":3,"score":0.5433521866798401},{"id":"https://openalex.org/C196083921","wikidata":"https://www.wikidata.org/wiki/Q7915758","display_name":"Variance (accounting)","level":2,"score":0.4917026162147522},{"id":"https://openalex.org/C90652560","wikidata":"https://www.wikidata.org/wiki/Q11091747","display_name":"Minimum mean square error","level":3,"score":0.4784536361694336},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.45246362686157227},{"id":"https://openalex.org/C165646398","wikidata":"https://www.wikidata.org/wiki/Q3755281","display_name":"Minimum-variance unbiased estimator","level":3,"score":0.4254021942615509},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.39895400404930115},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.351101815700531},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.34231406450271606},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.24533212184906006},{"id":"https://openalex.org/C554190296","wikidata":"https://www.wikidata.org/wiki/Q47528","display_name":"Radar","level":2,"score":0.23282945156097412},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.07653260231018066},{"id":"https://openalex.org/C76155785","wikidata":"https://www.wikidata.org/wiki/Q418","display_name":"Telecommunications","level":1,"score":0.0},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.0},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/sam.2014.6882403","is_oa":false,"landing_page_url":"https://doi.org/10.1109/sam.2014.6882403","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2014 IEEE 8th Sensor Array and Multichannel Signal Processing Workshop (SAM)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/16","score":0.6700000166893005,"display_name":"Peace, Justice and strong institutions"}],"awards":[],"funders":[{"id":"https://openalex.org/F4320334832","display_name":"Agencia Nacional de Promoci\u00f3n Cient\u00edfica y Tecnol\u00f3gica","ror":"https://ror.org/03stxzb56"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":16,"referenced_works":["https://openalex.org/W56036766","https://openalex.org/W250076511","https://openalex.org/W1965392255","https://openalex.org/W1969534197","https://openalex.org/W1970075677","https://openalex.org/W1979502360","https://openalex.org/W1990044189","https://openalex.org/W1999996900","https://openalex.org/W2094663810","https://openalex.org/W2104130465","https://openalex.org/W2118647401","https://openalex.org/W2120126382","https://openalex.org/W2164701845","https://openalex.org/W2423293082","https://openalex.org/W2503900448","https://openalex.org/W2790374560"],"related_works":["https://openalex.org/W4312286080","https://openalex.org/W1501678122","https://openalex.org/W3124905861","https://openalex.org/W2266808686","https://openalex.org/W3122866493","https://openalex.org/W2089062981","https://openalex.org/W2805453363","https://openalex.org/W4237170440","https://openalex.org/W2287895994","https://openalex.org/W2263203570"],"abstract_inverted_index":{"A":[0],"radar":[1],"detection":[2],"scheme":[3],"based":[4],"on":[5,18],"a":[6,28,41,89],"GARCH":[7,24,42,91],"clutter":[8],"model":[9],"has":[10],"been":[11],"proposed":[12],"recently.":[13],"This":[14],"adaptive":[15],"detector":[16],"depends":[17],"the":[19,23,37,49,58,66,80],"conditional":[20,38,50],"variance":[21,39,51],"of":[22,40,86],"process.":[25,92],"We":[26,56,78],"present":[27],"linear":[29],"minimum":[30],"mean":[31],"square":[32],"error":[33],"(LMMSE)":[34],"estimator":[35],"for":[36],"process":[43],"that":[44],"allows":[45],"us":[46],"to":[47,65,74],"update":[48],"at":[52],"each":[53],"decision":[54],"instant.":[55],"derive":[57],"estimation":[59],"algorithm":[60,82],"with":[61,88],"an":[62],"approach":[63],"analogous":[64],"Kalman":[67],"filter,":[68],"though":[69],"system":[70],"matrices":[71],"turn":[72],"out":[73],"be":[75],"random":[76],"ones.":[77],"illustrate":[79],"LMMSE":[81],"behavior":[83],"by":[84],"means":[85],"simulations":[87],"particular":[90]},"counts_by_year":[{"year":2019,"cited_by_count":1},{"year":2014,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
