Line spectral analysis for harmonizable processes

被引：4
|
作者：
Lii, KS [2 ]
Rosenblatt, M
机构：
[1] Univ Calif San Diego, Dept Math, La Jolla, CA 92093 USA
[2] Univ Calif Riverside, Dept Stat, Riverside, CA 92521 USA
来源：
PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA | 1998年 / 95卷 / 09期
关键词：
nonstationarity; spectral estimation; asymptotic bias and covariance;
D O I：
10.1073/pnas.95.9.4800
中图分类号：
O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];
学科分类号：
07 ; 0710 ; 09 ;
摘要：
Harmonizable processes with spectral mass concentrated on a number of straight lines are considered. The asymptotic behavior of the bias and covariance of a number of spectral estimates is described. The results generalize those obtained for periodic and almost periodic processes.
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页码：4800 / 4803
页数：4
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