Some asymptotic properties of a kernel spectrum estimate with different multitapers
Автор: Teamah A.A.M., Hassan Salah Bakouch
Журнал: Владикавказский математический журнал @vmj-ru
Статья в выпуске: 1 т.9, 2007 года.
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Let X(t), t=0,\pm 1,..., be a zero mean real-valued stationary time series with spectrum f_{XX}(\lambda ), -\pi \leq \lambda \leq \pi. Given the realization X(1), X(2),...,X(N), we construct L different multitapered periodograms I_{XX}^{(mt)_j}(\lambda ), j=1,2,...,L, on non-overlapped and overlapped segments X^(j)(t), 1\leq t
Stationary time series, non-overlapped and overlapped segments, multitapering, kernels, bandwidth, spectrum estimate
Короткий адрес: https://sciup.org/14318206
IDR: 14318206
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