Decomposing the spectral density function of an ARMA process
ARMA 过程谱密度函数的分解AI 解读 ↓
本页整理公开书目信息,不生成学术质量评分。AI 解读根据题名及所注明的摘要或原文片段生成,未完成全文核验,可能有误;具体假设、证明与结论请核对原文。摘要保留来源文本,未经模型改写。
DOI 首次登记不等于接收或发表日期。部分更正、评论等条目没有独立摘要;缺少可靠材料时保留待补状态。
本页为预印本版本;arXiv 收录、作者填写的期刊信息以及作者既有发表经历,都不单独证明本篇已接收。作者发表记录按 OpenAlex 身份与完整姓名、本站覆盖期刊 ISSN 及正式卷期核对,只展示已核实例,档案仍可能误合并。
引用量采用 OpenAlex 单条关联记录,不合计多个记录;关联记录可能包含正式发表版本,不等于此版本单独引用。缺失不视为零,引用指标不代表论文质量。
关注作者按书目中的完整姓名匹配,同名和姓名变体需人工辨别。相关论文先按共享细分方向和具体方法排列,再参考通用方法与发表日期。
AI 根据所提供的论文材料归类:摘要以 ARMA 过程、谱密度分解、卡尔曼滤波极大似然估计与时间序列峰形刻画为核心,直接对应时间序列方向。
ARMA 过程谱密度函数的分解AI 解读 ↓
正在核对关联版本…
正在核对对应版本的资源…
Quasi-periodic oscillations are characterized by fitting Lorentzian functions to a nonparametric estimate of the power spectral density, a two-step procedure that separates estimation from modeling and does not accommodate measurement error. We develop a parametric alternative based on autoregressive moving-average (ARMA) processes observed with measurement error. We derive an exact decomposition of the ARMA spectral density into real-valued components, one for each class of autoregressive roots under complex conjugation, plus a polynomial term when the moving-average order is at least the autoregressive order. Each component is a Wrapped Cauchy kernel, and for complex roots it is accompanied by a conjugate-Poisson term that makes the peak asymmetric and displaces its maximum from the frequency given by the argument of the root. We obtain closed-form expressions for the location, height, width, and asymmetry of each peak, and a matching variance decomposition. Parameters are estimated by maximum likelihood through the Kalman filter, and all descriptors follow by plug-in. Simulations show that the closed-form peak location is recovered without appreciable bias. An X-ray binary light curve illustrates the methodology.