Mixed-spectra analysis for stationary random fields |
| |
Authors: | Mustapha Rachdi Rachid Sabre |
| |
Institution: | (1) Laboratoire Jean Kuntzmann UMR 5224 CNRS, SF&S Team, Université P. Mendès France, UFR SHS, BP. 47, 38040 Grenoble Cedex 09, France;(2) Laboratoire MAIS, ENESA de Dijon, Dijon, France |
| |
Abstract: | We consider a, discrete time, weakly stationary bidimensional process, for which the spectral measure is the sum of an absolutely
continuous measure, a discrete measure of finite order and a finite number of absolutely continuous measures on several lines.
In this paper we are interested in estimating the spectral density of the absolutely continuous measure and of the density
on the lines. For this aim, by using the double kernel method, we construct consistent estimators of these densities and we
study their asymptotic behaviors in term of the mean squared error with rate. |
| |
Keywords: | Bidimensional process Spectral analysis Mean square convergence Periodogram Cumulant |
本文献已被 SpringerLink 等数据库收录! |
|