Narrow-band analysis of nonstationary processes
نویسندگان
چکیده
منابع مشابه
Narrow-band Analysis of Nonstationary Processes
The behaviour of averaged periodograms and cross-periodograms of a broad class of nonstationary processes is studied. The processes include nonstationary ones that are fractional of any order, as well as asymptotically stationary fractional ones, and the cross-periodogram can involve two nonstationary processes of possibly different orders, or a nonstationary and an asymptotically stationary on...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2001
ISSN: 0090-5364
DOI: 10.1214/aos/1013699988