کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1149509 1489778 2010 5 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Spectral analysis for processes with almost periodic covariances
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Spectral analysis for processes with almost periodic covariances
چکیده انگلیسی

The structure of random processes with almost periodic covariances is described from a spectral perspective. Under appropriate conditions methods for spectral estimation are described for such processes which are neither stationary nor locally stationary. Some spectral mass is then located off the main diagonal in this spectral plane. A method for estimating the support of the spectral mass is described in the Gaussian case. A number of open questions are mentioned.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 140, Issue 12, December 2010, Pages 3608–3612
نویسندگان
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