کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1147084 957548 2007 23 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Asymptotic normality of the sample mean and covariances of evanescent fields in noise
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Asymptotic normality of the sample mean and covariances of evanescent fields in noise
چکیده انگلیسی

We consider the asymptotic properties of the sample mean and the sample covariance sequence of a field composed of the sum of a purely indeterministic and evanescent components. The asymptotic normality of the sample mean and sample covariances is established. A Bartlett-type formula for the asymptotic covariance matrix of the sample covariances of this field, is derived.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 98, Issue 10, November 2007, Pages 1853-1875