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周期函数频率的估计AI 解读

The problem of estimating the frequency and other parameters of a cyclical oscillation is considered, where the data consists of a periodic function observed subject to stationary additive noise. An estimation procedure is proposed and the asymptotic properties of the estimators established. Tests for unknown frequencies to be harmonics of a fundamental frequency are also developed and their asymptotic properties investigated. The procedures are applied to observations on…

周期函数的频率估计AI 解读

The problem of estimating the frequency and other parameters of a cyclical oscillation is considered, where the data consists of a periodic function observed subject to stationary additive noise. An estimation procedure is proposed and the asymptotic properties of the estimators established. Tests for unknown frequencies to be harmonics of a fundamental frequency are also developed and their asymptotic properties investigated. The procedures are applied to observations on…

使用条件变量或因果变量的预测后果AI 解读

Forecasts based on two information sets, one of which includes the other plus additional causal variables are considered. Given a general cost function of forecast errors, it is shown that the expected cost is smaller for the information set that includes the causal variables.

群时延的估计AI 解读

It is suggested that in estimating spectra and cross spectra for a pair of stationary series the estimation of the phase may be replaced by an estimate of the group delay, which is the derivative of phase with respect to frequency. An estimate is proposed and its asymptotic properties are investigated. The results are illustrated by simulation and by application to real data. The estimation of a group delay that is constant over a nondegenerate band is also discussed.

群时延估计AI 解读

It is suggested that in estimating spectra and cross spectra for a pair of stationary series the estimation of the phase may be replaced by an estimate of the group delay, which is the derivative of phase with respect to frequency. An estimate is proposed and its asymptotic properties are investigated. The results are illustrated by simulation and by application to real data. The estimation of a group delay that is constant over a nondegenerate band is also discussed.

相干性与群时延的估计AI 解读

The usual estimation of coherence is known to be badly biased towards zero if over the band of frequencies used for its estimation the phase is changing rapidly, as in the case of large group delay. The usual asymptotic distribution theory for spectral estimates is of no value in this circumstance, since it does not involve the group delay. A new theory is used to obtain estimates of coherence and group delay, which is itself of considerable physical interest, and the…

相干性与群延迟的估计AI 解读

The usual estimation of coherence is known to be badly biased towards zero if over the band of frequencies used for its estimation the phase is changing rapidly, as in the case of large group delay. The usual asymptotic distribution theory for spectral estimates is of no value in this circumstance, since it does not involve the group delay. A new theory is used to obtain estimates of coherence and group delay, which is itself of considerable physical interest, and the…