کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1145861 1489685 2013 18 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Non-parametric frequency identification and estimation in mean function for almost periodically correlated time series
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Non-parametric frequency identification and estimation in mean function for almost periodically correlated time series
چکیده انگلیسی
The aim of this article is to present a non-parametric way to identify and estimate the unknown frequencies in the Fourier representation of mean function for almost periodically correlated time series. We state the exact form of asymptotic distribution of normalized estimator of Fourier coefficient for fixed frequency in considered class of time series. Next, we prove the consistency of subsampling procedure applied for the Fourier coefficient. Based on these results we propose a graphical method for determining the presence of periodic or almost periodic structure of mean function. Finally, following Walker (1971) [37] we construct a consistent estimator of frequency and corresponding Fourier coefficient.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 115, March 2013, Pages 252-269
نویسندگان
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