Displaying similar documents to “Spectrum decomposition for stationary weakly isotropic random fields with bounded range interactions”

Statistical estimation of higher-order spectral densities by means of general tapering

M'hammed Baba Harra (1997)

Applicationes Mathematicae

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Given a realization on a finite interval of a continuous-time stationary process, we construct estimators for higher order spectral densities. Tapering and shift-in-time methods are used to build estimators which are asymptotically unbiased and consistent for all admissible values of the argument. Asymptotic results for the fourth-order densities are given. Detailed attention is paid to the nth order case.

Estimation of the spectral density of a homogeneous random stable discrete time field.

Nicolay N. Demesh, Sergey L. Chekhmenok (2005)

SORT

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In earlier papers, 2π-periodic spectral data windows have been used in spectral estimation of discrete- time random fields having finite second-order moments. In this paper, we show that 2π-periodic spectral windows can also be used to construct estimates of the spectral density of a homogeneous symmetric α-stable discrete-time random field. These fields do not have second-order moments if 0 < α < 2. We construct an estimate of the spectrum, calculate the asymptotic mean...