| BANDWIDTH SELECTION IN NONPARAMETRIC SPECTRAL DENSITY ESTIMATION OF THE STATIONARY GAUSSIAN PROCESS |
| |
| 引用本文： | 于丹.BANDWIDTH SELECTION IN NONPARAMETRIC SPECTRAL DENSITY ESTIMATION OF THE STATIONARY GAUSSIAN PROCESS[J].应用数学学报(英文版),1996,12(4):363-370. |
| |
| 作者姓名： | 于丹 |
| |
| 作者单位： | Institute of Systems Science，the Chinese Academy of Sciences，Beijing 100080，China |
| |
| 摘 要： | ＢＡＮＤＷＩＤＴＨＳＥＬＥＣＴＩＯＮＩＮＮＯＮＰＡＲＡＭＥＴＲＩＣＳＰＥＣＴＲＡＬＤＥＮＳＩＴＹＥＳＴＩＭＡＴＩＯＮＯＦＴＨＥＳＴＡＴＩＯＮＡＲＹＧＡＵＳＳＩＡＮＰＲＯＣＥＳＳ￥ＹＵＤＡＮ（于丹）（ＩｎｓｔｉｔｕｔｅｏｆＳｙｓｔｅｍｓＳｃｉｅｎｃｅ，...
|
| 收稿时间： | 3 February 1993 |
Bandwidth selection in nonparametric spectral density estimation of the stationary Gaussian process |
| |
| Dan Yu.Bandwidth selection in nonparametric spectral density estimation of the stationary Gaussian process[J].Acta Mathematicae Applicatae Sinica,1996,12(4):363-370. |
| |
| Authors: | Dan Yu |
| |
| Institution: | (1) Institute of Systems Science, the Chinese Academy of Sciences, 100080 Beijing, China |
| |
| Abstract: | We propose a method for estimating mean squared error and bandwidth in the windowedspectral density estimation of a stationary Gaussian process, and also provide a method forestimating the second order derivative of the spectral density function. The asymptotic propertiesand the convergence rates of the estimators are given. |
| |
| Keywords: | Stationary Gaussian process spectral density periodogram windowed spectral estimate bandwidth spectral window mean squared error |
| 本文献已被 CNKI SpringerLink 等数据库收录！ |
