Spectral Density Estimation for Nonstationary Data With Nonzero Mean Function
非零均值函数下非平稳数据的谱密度估计
We introduce a new approach for nonparametric spectral density estimation based on the subsampling technique, which we apply to the important class of nonstationary time series. These are almost periodically correlated sequences. In contrary to existing methods, our technique does not require demeaning of the data. On the simulated data examples, we compare our estimator of spectral density function with the classical one. Additionally, we propose a modified estimator, which…