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1996-1997 | 24 | 4 | 357-381
Tytuł artykułu

Statistical estimation of higher-order spectral densities by means of general tapering

Treść / Zawartość
Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
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.
Rocznik
Tom
24
Numer
4
Strony
357-381
Opis fizyczny
Daty
wydano
1997
otrzymano
1995-07-19
poprawiono
1996-11-07
poprawiono
1997-04-01
Twórcy
  • UFR des Sciences-Mathématiques, URA CNRS 1378, site Colbert, Université de Rouen, 76821 Mont Saint Aignan Cedex, France
Bibliografia
  • [1] M. Baba Harra, Estimation de densités spectrales d'ordre quatre avec lissage quelconque, Publication de l'URA 1378 Analyse et Modèles Stochastiques 2 (1995), 1-38.
  • [2] M. Baba Harra, Estimation de densités spectrales d'ordre élevé, PhD thesis, Université de Rouen, 1996.
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Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.bwnjournal-article-zmv24i4p357bwm
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