Estimating the spectral densities of a Gaussian periodically correlated process (Q1114259)
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scientific article; zbMATH DE number 4084751
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the spectral densities of a Gaussian periodically correlated process |
scientific article; zbMATH DE number 4084751 |
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Estimating the spectral densities of a Gaussian periodically correlated process (English)
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1988
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We propose and analyze nonparametric estimators of the spectral densities \(f_ j(\lambda)\), \(j\in Z\), of a Gaussian periodically correlated stochastic process \(\xi\) (t), \(t\in R\), with mean M \(\xi\) (t)\(\equiv 0\). Some suggestions are made regarding the choice of parameters for estimation of the spectral density \(f_ j(\lambda)\).
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spectral densities
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Gaussian periodically correlated stochastic process
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