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Sequential estimation for the spectral density parameter of a stationary Gaussian process
Sequential estimation for the spectral density parameter a stationary Gaussian process
2009/9/24
Sequential estimation for the spectral density parameter of a stationary Gaussian process。
Cumulants for stationary mixing random sequences and applications to empirical spectral density
stationary mixing random sequences applications to empirical spectral density
2009/9/23
Cumulants for stationary mixing random sequences and applications to empirical spectral density。
On spectral density estimates for a Gaussian periodically correlated random field
spectral density estimates a Gaussian periodically correlated random field
2009/9/23
On spectral density estimates for a Gaussian periodically correlated random field。
Asymptotic equivalence of spectral density estimation and gaussian white noise
Stationary Gaussian process spectral density Sobolev classes Le Cam distance asymptotic equivalence
2010/3/18
We consider the statistical experiment given by a sample y(1), . . . , y(n) of a stationary
Gaussian process with an unknown smooth spectral density f. Asymptotic equivalence,
in the sense of Le Cam...
ESTIMATING SPECTRAL DENSITY FUNCTIONS ROBUSTLY
robustness spectral density function AO-model
2009/2/25
We consider in the following the problem of robust spectral density estimation.Unfortunately, conventional spectral density estimators are not robust in the presence of additive outliers (cf. [18]). I...
Estimation of the spectral density of a homogeneous random stable discrete time field
homogeneous stable fields spectral density estimate
2009/2/23
In earlier papers, 2π-periodic spectral data windows have been used in spectral estimation of discretetime random fields having finite second-order moments. In this paper, we show that 2π-periodic spe...
We propose two estimators of a monotone spectral density, that
are based on the periodogram. These are the isotonic regression of
the periodogram and the isotonic regression of the log-periodogram.
...
Detection of Change--Points in the Spectral Density With Applications to ECG Data
Change--Points Spectral Density Applications ECG Data
2010/3/17
Nous proposons une nouvelle méthode pour estimer les ruptures du rythme cardiaque dans les
bandes parasympathiques et orthosympathiques basée sur la transformée en ondelettes dans le domaine
complex...