A Frequency Domain Test for Propriety of Complex-Valued Vector Time Series

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

a time-series analysis of the demand for life insurance in iran

با توجه به تجزیه و تحلیل داده ها ما دریافتیم که سطح درامد و تعداد نمایندگیها باتقاضای بیمه عمر رابطه مستقیم دارند و نرخ بهره و بار تکفل با تقاضای بیمه عمر رابطه عکس دارند

A Non-parametric Test for Detecting the Complex-Valued Nature of Time Series

Although the emergence of multivariate signals in natural sciences and engineering has emphasised the problem of signal representation, that is, whether signals are by their nature a set of independent observations or multidimensional vectorial quantities, little research has been conducted on detecting the true nature of such signals. It remains unclear, therefore, when the complex-valued appr...

متن کامل

Operator Valued Series and Vector Valued Multiplier Spaces

‎Let $X,Y$ be normed spaces with $L(X,Y)$ the space of continuous‎ ‎linear operators from $X$ into $Y$‎. ‎If ${T_{j}}$ is a sequence in $L(X,Y)$,‎ ‎the (bounded) multiplier space for the series $sum T_{j}$ is defined to be‎ [ ‎M^{infty}(sum T_{j})={{x_{j}}in l^{infty}(X):sum_{j=1}^{infty}%‎ ‎T_{j}x_{j}text{ }converges}‎ ‎]‎ ‎and the summing operator $S:M^{infty}(sum T_{j})rightarrow Y$ associat...

متن کامل

Frequency-domain Test of Time Reversibility

We introduce a frequency-domain test of time reversibility, the REVERSE test. It is based on the bispectrum. We analytically establish the asymptotic distribution of the test and also explore its finite-sample properties through Monte-Carlo simulation. Following other researchers who demonstrated that the problem of business-cycle asymmetry can be stated as whether macroeconomic fluctuations ar...

متن کامل

operator valued series and vector valued multiplier spaces

‎let $x,y$ be normed spaces with $l(x,y)$ the space of continuous‎ ‎linear operators from $x$ into $y$‎. ‎if ${t_{j}}$ is a sequence in $l(x,y)$,‎ ‎the (bounded) multiplier space for the series $sum t_{j}$ is defined to be‎ [ ‎m^{infty}(sum t_{j})={{x_{j}}in l^{infty}(x):sum_{j=1}^{infty}%‎ ‎t_{j}x_{j}text{ }converges}‎ ‎]‎ ‎and the summing operator $s:m^{infty}(sum t_{j})rightarrow y$ associat...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: IEEE Transactions on Signal Processing

سال: 2017

ISSN: 1053-587X,1941-0476

DOI: 10.1109/tsp.2016.2639459