首页 | 本学科首页   官方微博 | 高级检索  
     检索      


The maximum of the periodogram
Authors:Hong-Zhi An  Zhao-Guo Chen  EJ Hannan
Abstract:Let x(t), t = 1,…, T, be generated by a zero mean stationary process and let I(ω) = |Σx(t)expitω|2T be the periodogram. Under general conditions, and in particular assuming only a finite 2nd moment, it is shown that maxωI(ω){2πf(ω)logT} ≤ 1, a.s., and under stricter conditions it is shown that equality holds.
Keywords:60F15  42A05  60G10  62M15  Periodogram  trigonometric polynomial  strong convergence  law of the iterated logarith  regular
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号