- Tytuł:
- Statistical estimation of higher-order spectral densities by means of general tapering
- Autorzy:
- Baba Harra, M'hammed
- Powiązania:
- https://bibliotekanauki.pl/articles/1339110.pdf
- Data publikacji:
- 1997
- Wydawca:
- Polska Akademia Nauk. Instytut Matematyczny PAN
- Tematy:
-
shift-in-time
higher-order spectral densities
cumulant
admissible values
indecomposable partitions
stochastic processes
product moment
tapering
characteristic number - Opis:
- Given a realization on a finite interval of a continuous-time stationary process, we construct estimators for higher order spectral densities. Tapering and shift-in-time methods are used to build estimators which are asymptotically unbiased and consistent for all admissible values of the argument. Asymptotic results for the fourth-order densities are given. Detailed attention is paid to the nth order case.
- Źródło:
-
Applicationes Mathematicae; 1996-1997, 24, 4; 357-381
1233-7234 - Pojawia się w:
- Applicationes Mathematicae
- Dostawca treści:
- Biblioteka Nauki
Artykuł