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Statistical estimation of higher-order spectral densities by means of general tapering
| Content Provider | Semantic Scholar |
|---|---|
| Author | Harra, M'hammed Baba |
| Copyright Year | 1997 |
| Abstract | Given a realization on a finite interval of a continuous-time stationary process, we construct estimators for higher order spectral densities. Tapering and shift-in-time methods are used to build estimators which are asymptotically unbiased and consistent for all admissible values of the argument. Asymptotic results for the fourth-order densities are given. Detailed attention is paid to the nth order case. |
| Starting Page | 357 |
| Ending Page | 381 |
| Page Count | 25 |
| File Format | PDF HTM / HTML |
| DOI | 10.4064/am-24-4-357-381 |
| Volume Number | 24 |
| Alternate Webpage(s) | http://matwbn.icm.edu.pl/ksiazki/zm/zm24/zm2441.pdf |
| Alternate Webpage(s) | https://doi.org/10.4064/am-24-4-357-381 |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |