Symmetry properties of higher spectral densities and nonparametric estimates of them |
| |
Authors: | V. G. Alekseev |
| |
Affiliation: | (1) Institute of Atmospheric Physics, Academy of Sciences of the Russia, Moscow |
| |
Abstract: | The symmetry properties of the spectral densitiesf(v)( ) of order v, equal to 4, 5, and 6 of a stationary stochastic process { (k), k Z} are studied. It is established that the fonctionf(v)( ), Rv–1 is completely determined by its values on a set whose (v– 1)-dimensional volume is 4/6, 5/15, and 5/45 when v is equal to 4, 5, and 6, respectively. Results on the statistical estimation of the spectral densities of orders v equal to 3 and 4 with respect to samples of finite size are also given.Translated from Teoriya Sluchainykh Protsessov, No. 16, pp. 1–4, 1988. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|