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ASYMPTOTICS OF SPECTRAL DENSITY ESTIMATES
Econometric Theory, 2009We consider nonparametric estimation of spectral densities of stationary processes, a fundamental problem in spectral analysis of time series. Under natural and easily verifiable conditions, we obtain consistency and asymptotic normality of spectral density estimates.
Liu, Weidong, Wu, Wei Biao
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1990
Abstract The previous two chapters were devoted entirely to the concept of multiple scattering, the concept of structure constants, and approximations dealing with the problem of disorder. Since the same formal language was used for both ordered and disordered systems, it is now comparatively easy to discuss spectral densities quite ...
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Abstract The previous two chapters were devoted entirely to the concept of multiple scattering, the concept of structure constants, and approximations dealing with the problem of disorder. Since the same formal language was used for both ordered and disordered systems, it is now comparatively easy to discuss spectral densities quite ...
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1985
The periodogram was introduced in Chapter III. Here we shall consider it in greater detail. It was originally introduced by Schuster [1898] as a tool to detect hidden periodicities. Suppose that $${Y_kappa} = {X_kappa} + {m_kappa}$$ where X κ is a weakly stationary process with mean zero and a continuous spectral density f (with f(π) = f(− π ...
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The periodogram was introduced in Chapter III. Here we shall consider it in greater detail. It was originally introduced by Schuster [1898] as a tool to detect hidden periodicities. Suppose that $${Y_kappa} = {X_kappa} + {m_kappa}$$ where X κ is a weakly stationary process with mean zero and a continuous spectral density f (with f(π) = f(− π ...
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2002
Purpose Processes with rational Power Spectrum Density (PSD) play a very important role for modelling second order properties of processes. In particular, piecewise continuous PSDs can be approximated with an arbitrary precision by rational PSDs (and even polynomial PSDs, see Appendix F).
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Purpose Processes with rational Power Spectrum Density (PSD) play a very important role for modelling second order properties of processes. In particular, piecewise continuous PSDs can be approximated with an arbitrary precision by rational PSDs (and even polynomial PSDs, see Appendix F).
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Spectral Density Matrix Transformations
Journal of the IEST, 2017Abstract Reference criteria for a multiple degree-of-freedom (MDOF) random vibration test is generally provided in terms of an acceleration-based spectral density matrix (SDM). This SDM may be developed in terms of the auto-spectral densities (ASDs) and cross-spectral densities (CSDs) computed from the time histories acquired from an ...
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Description II: Spectral Density
1971The probability functions which we have considered give an account of the part played in a random process by values of x of different magnitudes, but they do not reveal the course of the variation of x with time except through the auto-correlation function R(τ) as a function of time interval τ.
John D. Robson +3 more
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On the estimation of the evolutionary power spectral density
Mechanical Systems and Signal Processing, 2023H P Hong
exaly
A Novel Approximate Spectral Clustering Algorithm With Dense Cores and Density Peaks
IEEE Transactions on Systems, Man, and Cybernetics: Systems, 2022Dongdong Cheng +2 more
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