EMPIRICAL SPECTRAL PROCESSES AND THEIR APPLICATIONS TO STATIONARY POINT PROCESSES

被引：3

作者：

Eichler, Michael ^{[1
]}

机构：

[1] Univ Heidelberg, Inst Angew Math, D-69120 Heidelberg, Germany

来源：

ANNALS OF APPLIED PROBABILITY | 1995年 / 5卷 / 04期

关键词：

Point processes; empirical spectral process; functional central limit theorem; spectral density estimation;

D O I：

10.1214/aoap/1177004610

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We consider empirical spectral processes indexed by classes of functions for the case of stationary point processes. Conditions for the measurability and equicontinuity of these processes and a weak convergence result are established. The results can be applied to the spectral analysis of point processes. In particular, we discuss the application to parametric and nonparametric spectral density estimation.

引用

页码：1161 / 1176

页数：16

共 15 条

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