{"id":"https://openalex.org/W4388564138","doi":"https://doi.org/10.1515/mcma-2023-2020","title":"On the estimation of periodic signals in the diffusion process using a high-frequency scheme","display_name":"On the estimation of periodic signals in the diffusion process using a high-frequency scheme","publication_year":2023,"publication_date":"2023-11-10","ids":{"openalex":"https://openalex.org/W4388564138","doi":"https://doi.org/10.1515/mcma-2023-2020"},"language":"en","primary_location":{"id":"doi:10.1515/mcma-2023-2020","is_oa":false,"landing_page_url":"https://doi.org/10.1515/mcma-2023-2020","pdf_url":null,"source":{"id":"https://openalex.org/S142132501","display_name":"Monte Carlo Methods and Applications","issn_l":"0929-9629","issn":["0929-9629","1569-3961"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310313990","host_organization_name":"De Gruyter","host_organization_lineage":["https://openalex.org/P4310313990"],"host_organization_lineage_names":["De Gruyter"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Monte Carlo Methods and Applications","raw_type":"journal-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/A5056315108","display_name":"Getut Pramesti","orcid":"https://orcid.org/0000-0001-9964-6693"},"institutions":[{"id":"https://openalex.org/I119896790","display_name":"Sebelas Maret University","ror":"https://ror.org/021hq5q33","country_code":"ID","type":"education","lineage":["https://openalex.org/I119896790"]}],"countries":["ID"],"is_corresponding":true,"raw_author_name":"Getut Pramesti","raw_affiliation_strings":["Mathematics Education Department , Universitas Sebelas Maret , Jl. Ir. Sutami 36A , Surakarta 57126 , Indonesia"],"raw_orcid":"https://orcid.org/0000-0001-9964-6693","affiliations":[{"raw_affiliation_string":"Mathematics Education Department , Universitas Sebelas Maret , Jl. Ir. Sutami 36A , Surakarta 57126 , Indonesia","institution_ids":["https://openalex.org/I119896790"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5029596328","display_name":"Ristu Saptono","orcid":"https://orcid.org/0000-0001-8435-3230"},"institutions":[{"id":"https://openalex.org/I119896790","display_name":"Sebelas Maret University","ror":"https://ror.org/021hq5q33","country_code":"ID","type":"education","lineage":["https://openalex.org/I119896790"]}],"countries":["ID"],"is_corresponding":false,"raw_author_name":"Ristu Saptono","raw_affiliation_strings":["Informatics Department , Universitas Sebelas Maret , Jl. Ir. Sutami 36A , Surakarta 57126 , Indonesia"],"raw_orcid":"https://orcid.org/0000-0001-8435-3230","affiliations":[{"raw_affiliation_string":"Informatics Department , Universitas Sebelas Maret , Jl. Ir. Sutami 36A , Surakarta 57126 , Indonesia","institution_ids":["https://openalex.org/I119896790"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5056315108"],"corresponding_institution_ids":["https://openalex.org/I119896790"],"apc_list":null,"apc_paid":null,"fwci":0.1138,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.42628101,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":91,"max":95},"biblio":{"volume":"30","issue":"1","first_page":"43","last_page":"53"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10688","display_name":"Image and Signal Denoising Methods","score":0.998199999332428,"subfield":{"id":"https://openalex.org/subfields/1707","display_name":"Computer Vision and Pattern Recognition"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10688","display_name":"Image and Signal Denoising Methods","score":0.998199999332428,"subfield":{"id":"https://openalex.org/subfields/1707","display_name":"Computer Vision and Pattern Recognition"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10534","display_name":"Structural Health Monitoring Techniques","score":0.9925000071525574,"subfield":{"id":"https://openalex.org/subfields/2205","display_name":"Civil and Structural 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/T11447","display_name":"Blind Source Separation Techniques","score":0.9916999936103821,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/rate-of-convergence","display_name":"Rate of convergence","score":0.694283664226532},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6040239930152893},{"id":"https://openalex.org/keywords/diffusion","display_name":"Diffusion","score":0.5173570513725281},{"id":"https://openalex.org/keywords/consistency","display_name":"Consistency (knowledge bases)","score":0.4904022216796875},{"id":"https://openalex.org/keywords/signal","display_name":"SIGNAL (programming language)","score":0.4812440872192383},{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.4530567228794098},{"id":"https://openalex.org/keywords/periodic-function","display_name":"Periodic function","score":0.4351913630962372},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.4134993553161621},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.39140164852142334},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.3559027910232544},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.2834758460521698},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.2540662884712219},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.10516977310180664},{"id":"https://openalex.org/keywords/discrete-mathematics","display_name":"Discrete mathematics","score":0.09439536929130554},{"id":"https://openalex.org/keywords/quantum-mechanics","display_name":"Quantum mechanics","score":0.07812914252281189}],"concepts":[{"id":"https://openalex.org/C57869625","wikidata":"https://www.wikidata.org/wiki/Q1783502","display_name":"Rate of convergence","level":3,"score":0.694283664226532},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6040239930152893},{"id":"https://openalex.org/C69357855","wikidata":"https://www.wikidata.org/wiki/Q163214","display_name":"Diffusion","level":2,"score":0.5173570513725281},{"id":"https://openalex.org/C2776436953","wikidata":"https://www.wikidata.org/wiki/Q5163215","display_name":"Consistency (knowledge bases)","level":2,"score":0.4904022216796875},{"id":"https://openalex.org/C2779843651","wikidata":"https://www.wikidata.org/wiki/Q7390335","display_name":"SIGNAL (programming language)","level":2,"score":0.4812440872192383},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.4530567228794098},{"id":"https://openalex.org/C98644592","wikidata":"https://www.wikidata.org/wiki/Q184743","display_name":"Periodic function","level":2,"score":0.4351913630962372},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.4134993553161621},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.39140164852142334},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3559027910232544},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.2834758460521698},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.2540662884712219},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.10516977310180664},{"id":"https://openalex.org/C118615104","wikidata":"https://www.wikidata.org/wiki/Q121416","display_name":"Discrete mathematics","level":1,"score":0.09439536929130554},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.07812914252281189},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C31258907","wikidata":"https://www.wikidata.org/wiki/Q1301371","display_name":"Computer network","level":1,"score":0.0},{"id":"https://openalex.org/C50522688","wikidata":"https://www.wikidata.org/wiki/Q189833","display_name":"Economic growth","level":1,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C127162648","wikidata":"https://www.wikidata.org/wiki/Q16858953","display_name":"Channel (broadcasting)","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1515/mcma-2023-2020","is_oa":false,"landing_page_url":"https://doi.org/10.1515/mcma-2023-2020","pdf_url":null,"source":{"id":"https://openalex.org/S142132501","display_name":"Monte Carlo Methods and Applications","issn_l":"0929-9629","issn":["0929-9629","1569-3961"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310313990","host_organization_name":"De Gruyter","host_organization_lineage":["https://openalex.org/P4310313990"],"host_organization_lineage_names":["De Gruyter"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Monte Carlo Methods and Applications","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":11,"referenced_works":["https://openalex.org/W34872523","https://openalex.org/W1991196564","https://openalex.org/W2016833564","https://openalex.org/W2045936591","https://openalex.org/W2127557118","https://openalex.org/W2139547573","https://openalex.org/W2140728947","https://openalex.org/W2487303223","https://openalex.org/W2585502432","https://openalex.org/W4249580866","https://openalex.org/W4307832776"],"related_works":["https://openalex.org/W2393870460","https://openalex.org/W2254578859","https://openalex.org/W4284894156","https://openalex.org/W2161803855","https://openalex.org/W1603736412","https://openalex.org/W3110774753","https://openalex.org/W2134539662","https://openalex.org/W2059096050","https://openalex.org/W2093391715","https://openalex.org/W1972737581"],"abstract_inverted_index":{"Abstract":[0],"The":[1,24,121,208,255],"estimation":[2,108],"of":[3,26,37,47,52,79,84,96,123,131,149,152,160,167,175,211,214,265,272],"the":[4,27,35,45,49,59,65,76,80,85,89,92,97,128,132,135,140,147,150,157,161,165,168,172,176,202,269],"frequency":[5,28,50,66,133,162,177],"component":[6,51],"is":[7,30,73,88,101,134,142,178,258],"very":[8],"interesting":[9],"to":[10,33],"study,":[11,169],"considering":[12],"its":[13],"unique":[14],"nature":[15],"when":[16],"these":[17,38],"parameters":[18],"are":[19],"together":[20],"in":[21,103,205,275],"their":[22],"amplitude.":[23],"periodicity":[25],"components":[29],"also":[31,200],"thought":[32],"affect":[34,156],"convergence":[36,77,129,158,173],"parameters.":[39],"In":[40,144],"this":[41,124,145],"paper,":[42],"we":[43,63],"consider":[44],"problem":[46],"estimating":[48],"a":[53,261],"periodic":[54],"continuous-time":[55,81,93],"sinusoidal":[56,82,94,212],"signal.":[57],"Under":[58],"high-frequency":[60],"sampling":[61,263],"setting,":[62],"provide":[64],"components\u2019":[67],"consistency":[68],"and":[69],"asymptotic":[70],"normality.":[71],"It":[72],"observed":[74],"that":[75,127,170],"rate":[78,130,151,159,174,264],"signal":[83,95,141,213],"diffusion":[86,215],"process":[87,216],"same":[90,136],"as":[91,137,139],"Ornstein\u2013Uhlenbeck":[98,111],"process,":[99,112],"which":[100,228],"mentioned":[102,229],"[G.":[104,206],"Pramesti,":[105,207],"Parameter":[106],"least-squares":[107,209],"for":[109,217],"time-inhomogeneous":[110],"Monte":[113],"Carlo":[114],"Methods":[115],"Appl.":[116],"29":[117],"(2023),":[118],"1,":[119],"1\u201332].":[120],"result":[122,166],"study":[125],"deduces":[126],"long":[138],"periodic.":[143],"case,":[146],"existence":[148],"reversion":[153],"does":[154],"not":[155],"components.":[163],"Further,":[164],"is,":[171],"<m:math":[179,230],"xmlns:m=\"http://www.w3.org/1998/Math/MathML\">":[180,231],"<m:msqrt>":[181,232],"<m:msup>":[182,234],"<m:mrow>":[183,186,233,235,238],"<m:mo":[184,191,236,243],"stretchy=\"false\">(</m:mo>":[185,237],"<m:mi>n</m:mi>":[187,239],"<m:mo>\u2062</m:mo>":[188,240,248],"<m:mi>h</m:mi>":[189,241,249],"</m:mrow>":[190,193,242,245,250],"stretchy=\"false\">)</m:mo>":[192,244],"<m:mn>3</m:mn>":[194,246],"</m:msup>":[195,247],"</m:msqrt>":[196,251],"</m:math>":[197,252],"\\sqrt{(nh)^{3}}":[198],",":[199],"revised":[201],"previous":[203],"one":[204,276],"estimator":[210],"discrete":[218],"observations,":[219],"J.":[220],"Math.":[221],"Comput.":[222],"Sci.":[223],"11":[224],"(2021),":[225],"5,":[226],"6433\u20136443],":[227],"\\sqrt{(nh)^{3}h}":[253],".":[254],"proposed":[256],"approach":[257],"demonstrated":[259],"with":[260],"ten-minute":[262],"real":[266],"data":[267],"on":[268],"energy":[270],"consumption":[271],"light":[273],"fixtures":[274],"Belgium":[277],"household.":[278]},"counts_by_year":[{"year":2025,"cited_by_count":1}],"updated_date":"2026-05-21T06:26:12.895304","created_date":"2025-10-10T00:00:00"}