Estimation for almost periodic processes

Mathematics – Statistics Theory

Scientific paper

Rate now

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Details

Published at http://dx.doi.org/10.1214/009053606000000218 in the Annals of Statistics (http://www.imstat.org/aos/) by the Inst

Scientific paper

10.1214/009053606000000218

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.

No associations

LandOfFree

Say what you really think

Search LandOfFree.com for scientists and scientific papers. Rate them and share your experience with other people.

Rating

Estimation for almost periodic processes does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Estimation for almost periodic processes, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Estimation for almost periodic processes will most certainly appreciate the feedback.

Rate now

     

Profile ID: LFWR-SCP-O-34009

  Search
All data on this website is collected from public sources. Our data reflects the most accurate information available at the time of publication.