Estimation of spectral densities of periodically correlated processes by random sampling

被引：0

作者：

Monsan, V

机构：

来源：

COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE | 1996年 / 323卷 / 09期

关键词：

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We consider possibly non-Gaussian periodically correlated random processes and estimate the corresponding spectral densities, by statistics based upon randomly sampled observations. Under suitable assumptions imposed on the covariance functions we establish the quadratic mean consistency of these estimators.

引用

页码：1065 / 1068

页数：4

共 8 条

[1]

GLADYSHEV EG, 1993, THEOR PROBAB APPL, V8, P173

[2] NONPARAMETRIC TIME-SERIES ANALYSIS FOR PERIODICALLY CORRELATED PROCESSES [J].