Signal derivative at the output of Chebyshev deconvolution filter with respect to the odd pair of impulses is an estimator, very close to the de-trended input signal. Computations using a significantly large database of market quotations show that average ``closeness'' in terms of normalized in L2 covariance coefficient is above 96 percent.
PACS numbers: 89.65.Gh, 02.30.Mv, 02.60.Ed, 89.90.+n
| Table of Contents | Back to Number 8 contents |