On Estimating the Value of a Linear Functional of the Spectral Density of a Gaussian Stationary Process

1989 ◽  
Vol 33 (4) ◽  
pp. 722-726 ◽  
Author(s):  
M. S. Ginovyan
Keyword(s):  
Spectral Density ◽  
Linear Functional ◽  
Stationary Process ◽  
Gaussian Stationary Process

On estimation of the integrals of certain functions of spectral density

1980 ◽  
Vol 17 (01) ◽  
pp. 73-83 ◽  
Author(s):  
Masanobu Taniguchi
Keyword(s):  
Continuous Function ◽  
Spectral Density ◽  
Stationary Process ◽  
Asymptotic Variance ◽  
Asymptotic Properties ◽  
Gaussian Stationary Process

Let g(x) be the spectral density of a Gaussian stationary process. Then, for each continuous function ψ (x) we shall give an estimator of whose asymptotic variance is O(n –1), where Φ(·) is an appropriate known function. Also we shall investigate the asymptotic properties of its estimator.

On estimation of the integrals of certain functions of spectral density

1980 ◽  
Vol 17 (1) ◽  
pp. 73-83 ◽  
Author(s):  
Masanobu Taniguchi
Keyword(s):  
Continuous Function ◽  
Spectral Density ◽  
Stationary Process ◽  
Asymptotic Variance ◽  
Asymptotic Properties ◽  
Gaussian Stationary Process

Let g(x) be the spectral density of a Gaussian stationary process. Then, for each continuous function ψ (x) we shall give an estimator of whose asymptotic variance is O(n–1), where Φ(·) is an appropriate known function. Also we shall investigate the asymptotic properties of its estimator.

Non-Stationary Processes and Spectrum

1968 ◽  
Vol 20 ◽  
pp. 1203-1206 ◽  
Author(s):  
K. Nagabhushanam ◽  
C. S. K. Bhagavan
Keyword(s):  
Spectral Density ◽  
Density Function ◽  
Stationary Process ◽  
Spectral Density Function ◽  
Stationary Processes ◽  
Gaussian Stationary Process ◽  
Discrete Parameter ◽  
Image Position

In 1964, L. J. Herbst (3) introduced the generalized spectral density Function1for a non-stationary process {X(t)} denned by1where {η(t)} is a real Gaussian stationary process of discrete parameter and independent variates, the (a;)'s and (σj)'s being constants, the latter, which are ordered in time, having their moduli less than a positive number M.

scholarly journals On estimates for the parameters of a Gaussian stationary process with the spectral density [P(iλ)]^{-2}

1962 ◽  
Vol 2 (2) ◽  
pp. 159-167
Author(s):  
V. Pisarenko
Keyword(s):  
Spectral Density ◽  
Stationary Process ◽  
Gaussian Stationary Process

The abstracts (in two languages) can be found in the pdf file of the article. Original author name(s) and title in Russian and Lithuanian: В. Ф. Писаренко. Об оценках параметров гауссовского стационарного процесса со спектральной плотностью [P(iλ)]^{-2} V. Pisarenko. Apie stacionaraus Gauso proceso su spektriniu tankiu [P(iλ)]^{-2} parametrų įvertinimus

On estimation of parameters of Gaussian stationary processes

1979 ◽  
Vol 16 (03) ◽  
pp. 575-591 ◽  
Author(s):  
Masanobu Taniguchi
Keyword(s):  
Asymptotic Behavior ◽  
Spectral Density ◽  
Stationary Process ◽  
Parametric Family ◽  
Stationary Processes ◽  
Estimation Of Parameters ◽  
Spectral Densities ◽  
Gaussian Stationary Process

In fitting a certain parametric family of spectral densities fθ (x) to a Gaussian stationary process with the true spectral density g (x), we propose two estimators of θ, say by minimizing two criteria D 1 (·), D 2(·) respectively, which measure the nearness of fθ (x) to g (x). Then we investigate some asymptotic behavior of with respect to efficiency and robustness.

On estimation of parameters of Gaussian stationary processes

1979 ◽  
Vol 16 (3) ◽  
pp. 575-591 ◽  
Author(s):  
Masanobu Taniguchi
Keyword(s):  
Asymptotic Behavior ◽  
Spectral Density ◽  
Stationary Process ◽  
Parametric Family ◽  
Stationary Processes ◽  
Estimation Of Parameters ◽  
Spectral Densities ◽  
Gaussian Stationary Process

In fitting a certain parametric family of spectral densities fθ (x) to a Gaussian stationary process with the true spectral density g (x), we propose two estimators of θ, say by minimizing two criteria D1 (·), D2(·) respectively, which measure the nearness of fθ (x) to g (x). Then we investigate some asymptotic behavior of with respect to efficiency and robustness.

ON SIMULATION OF A GAUSSIAN STATIONARY PROCESS

1997 ◽  
Vol 18 (1) ◽  
pp. 79-93 ◽  
Author(s):  
T. C. Sun ◽  
Milton Chaika
Keyword(s):  
Stationary Process ◽  
Gaussian Stationary Process
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