论文检索

季节性持久过程周期图估计量的大样本性质AI 解读

Seasonally persistent models were first introduced by Anděl (1986) and Gray et al. (1989) to extend autoregressive moving‐average and fractionally differenced models and to encompass long‐memory quasi‐periodic behaviour. These models are, for certain ranges of parameters, stationary, and we prove here that the behaviour of the periodogram and other tapered estimators cannot be simply extended from the work of Künsch (1986) and Hurvich & Beltrao (1993) on long memory induced…

多窗谱估计量的有效带宽AI 解读

The bandwidth of a spectral estimator is a measure of the minimum separation in frequency between approximately uncorrelated spectral estimates. We determine an effective bandwidth measure for multitaper spectral estimators, a relatively new and very powerful class of spectral estimators proving to be very valuable whenever the spectrum of interest is detailed and/ or varies rapidly with a large dynamic range. The multitaper spectral estimator is the average of several…

多窗谱估计量的有效带宽AI 解读

The bandwidth of a spectral estimator is a measure of the minimum separation in frequency between approximately uncorrelated spectral estimates. We determine an effective bandwidth measure for multitaper spectral estimators, a relatively new and very powerful class of spectral estimators proving to be very valuable whenever the spectrum of interest is detailed and/ or varies rapidly with a large dynamic range. The multitaper spectral estimator is the average of several…