噪声中音调频率演变中随机游走结构的检验
Testing for a Random Walk Structure in the Frequency Evolution of a Tone in Noise
摘要：
推理和假设检验通常是在特定模型对数据成立的基础上构建的。为了确定从这些数据分析中得出的结论的准确性，必须能够识别数据中假设结构的存在。在本文中，一个模型验证测试的存在下，一个随机的步行样结构的频率变化的复值正弦信号测量加性高斯噪声。该测试评估了经济学文献中发现的随机游走假设测试的联合推断，这些假设测试在时间序列数据中寻找随机游走行为，并通过额外的测试来解释随机游走在频率空间中的行为。
英文摘要：
Inference and hypothesis testing are typically constructed on the basis that a specific model holds for the data. To determine the veracity of conclusions drawn from such data analyses, one must be able to identify the presence of the assumed structure within the data. In this paper, a model verification test is developed for the presence of a random walk-like structure in the variations in the frequency of complex-valued sinusoidal signals measured in additive Gaussian noise. This test evaluates the joint inference of the random walk hypothesis tests found in economics literature that seek random walk behaviours in time series data, with an additional test to account for how the random walk behaves in frequency space.
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