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ЖУРНАЛЫ // Theory of Stochastic Processes // Архив

Theory Stoch. Process., 2007, том 13(29), выпуск 2, страницы 225–233 (Mi thsp199)

Bias control in the estimation of spectral functionals

Ludmila Sakhno

Department of Probability Theory and Mathematical Statistics, Mechanics and Mathematics Faculty, Kyiv National Taras Shevchenko University, Kyiv, Ukraine

Аннотация: We consider estimators for integrals of a spectrum and a bispectrum for random fields $X(t), t\in{\mathbb R}^d,$ and present conditions guaranteeing the rate of convergence of bias to zero appropriate for dimensions $d =1, 2, 3.$

Ключевые слова: Spectral functionals, nonparametric estimation, periodogram, bias, tapering.

MSC: 62G20, 62M15

Язык публикации: английский



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