概周期过程的估计
Estimation for almost periodic processes
摘要:
具有概周期协方差函数的过程在二维谱平面中与对角线平行的直线上具有谱质量。如果谱线的位置已知,已经给出了在谱线浓度上估计谱质量的方法。这里的方法,估计在高斯的情况下,在适当的条件下的光谱浓度线的截距。该方法确定的收敛速度足够快的样本量$n\to\infty$,使频谱估计上的估计线,然后可以有效地进行。这个任务涉及到界定一个有趣的类的非高斯可能非平稳过程的最大值。
英文摘要:
Processes with almost periodic covariance functions have spectral mass on lines parallel to the diagonal in the two-dimensional spectral plane. Methods have been given for estimation of spectral mass on the lines of spectral concentration if the locations of the lines are known. Here methods for estimating the intercepts of the lines of spectral concentration in the Gaussian case are given under appropriate conditions. The methods determine rates of convergence sufficiently fast as the sample size $n\to\infty$ so that the spectral estimation on the estimated lines can then proceed effectively. This task involves bounding the maximum of an interesting class of non-Gaussian possibly nonstationary processes.
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