搜索结果: 1-13 共查到“spectral density.”相关记录13条 . 查询时间(0.156 秒)
Asymptotic Equivalence of Spectral Density Estimation and Gaussian White Noise
Stationary Gaussian process spectral density Sobolev classes Le Cam distance asymptotic equivalence Whittle likelihood log-periodogram regression nonparametric Gaussian scale model signal in Gaussian white noise
2015/8/25
We consider the statistical experiment given by a sample y(1), . . . , y(n) of a stationary Gaussian process with an unknown smooth spectral density f. Asymptotic equivalence, in the sense of Le Cam’s...
ASYMPTOTIC EQUIVALENCE OF SPECTRAL DENSITY ESTIMATION AND GAUSSIAN WHITE NOISE
ASYMPTOTIC EQUIVALENCE SPECTRAL DENSITY ESTIMATION GAUSSIAN WHITE NOISE
2015/8/25
We consider the statistical experiment given by a sample y(1), . . . , y(n) of a stationary Gaussian process with an unknown smooth spectral density f . Asymptotic equivalence, in the sense of Le Cam’...
The X-ray Power Spectral Density Function of the Seyfert Active Galactic Nucleus NGC 7469
High Energy Astrophysical Phenomena (astro-ph.HE)
2011/1/5
We present the broadband X-ray power spectral density function (PSD) of the X-ray-luminous Seyfert 1.2 NGC 7469, measured from Rossi X-ray Timing Explorer monitoring data and two XMM-Newton observatio...
Sequential estimation for the spectral density parameter of a stationary Gaussian process
Sequential estimation for the spectral density parameter a stationary Gaussian process
2009/9/24
Sequential estimation for the spectral density parameter of a stationary Gaussian process。
Cumulants for stationary mixing random sequences and applications to empirical spectral density
stationary mixing random sequences applications to empirical spectral density
2009/9/23
Cumulants for stationary mixing random sequences and applications to empirical spectral density。
On spectral density estimates for a Gaussian periodically correlated random field
spectral density estimates a Gaussian periodically correlated random field
2009/9/23
On spectral density estimates for a Gaussian periodically correlated random field。
Asymptotic equivalence of spectral density estimation and gaussian white noise
Stationary Gaussian process spectral density Sobolev classes Le Cam distance asymptotic equivalence
2010/3/18
We consider the statistical experiment given by a sample y(1), . . . , y(n) of a stationary
Gaussian process with an unknown smooth spectral density f. Asymptotic equivalence,
in the sense of Le Cam...
ESTIMATING SPECTRAL DENSITY FUNCTIONS ROBUSTLY
robustness spectral density function AO-model
2009/2/25
We consider in the following the problem of robust spectral density estimation.Unfortunately, conventional spectral density estimators are not robust in the presence of additive outliers (cf. [18]). I...
Estimation of the spectral density of a homogeneous random stable discrete time field
homogeneous stable fields spectral density estimate
2009/2/23
In earlier papers, 2π-periodic spectral data windows have been used in spectral estimation of discretetime random fields having finite second-order moments. In this paper, we show that 2π-periodic spe...
We propose two estimators of a monotone spectral density, that
are based on the periodogram. These are the isotonic regression of
the periodogram and the isotonic regression of the log-periodogram.
...
Detection of Change--Points in the Spectral Density With Applications to ECG Data
Change--Points Spectral Density Applications ECG Data
2010/3/17
Nous proposons une nouvelle méthode pour estimer les ruptures du rythme cardiaque dans les
bandes parasympathiques et orthosympathiques basée sur la transformée en ondelettes dans le domaine
complex...
A METHOD TO FACTORIZE THE SPECTRAL DENSITY OF MULTIPLE MOVING AVERAGE PROCESSES
Multiple MA process spectral factorizat
2007/12/17
Sometimes we have to compute the parameters of a multiple moving average process from its known autocovariances or spectral density. This paper proposes an iterative method by establishing a state spa...
SPECTRAL DENSITY CORRECTION OF A SIGNAL AT FREQUENCY VARIABLE TRANSFORMATION
spectral density frequency transformation finite energy
2010/1/12
The goal of this paper is to determine analytical expression for the spectral density function of a signal, affected by a known frequency transformation, which do not modify the process energy. Such t...