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Teoriya Veroyatnostei i ee Primeneniya, 1997, Volume 42, Issue 4, Pages 657–667
DOI: https://doi.org/10.4213/tvp2178 (Mi tvp2178) 		 
This article is cited in 4 scientific papers (total in 4 papers)

New modifications of second- and third-order periodograms

V. G. Alekseev

A. M. Obukhov Institute of Atmospheric Physics, Russian Academy of Sciences
Full-text PDF (488 kB) Citations (4)
DOI: https://doi.org/10.4213/tvp2178
Abstract: New modifications of the second- and third-order periodograms are described which serve as “half-finished products” in constructing statistical estimators for the spectral and bispectral densities, respectively, of a strictly stationary stochastic process $\{X(k), k\in \mathbb Z\}$. A distinguishing feature of both modified periodograms is essentially the smaller value of their variances in comparison to those for previously know modifications.
Keywords: stationary stochastic process, spectral density, second-order periodogram, bispectral density, third-order periodogram, Jackson's type kernels.
Received: 20.05.1997
English version:
Theory of Probability and its Applications, 1998, Volume 42, Issue 4, Pages 559–567
DOI: https://doi.org/10.1137/S0040585X9797643X
Bibliographic databases:
Language: Russian
Citation: V. G. Alekseev, “New modifications of second- and third-order periodograms”, Teor. Veroyatnost. i Primenen., 42:4 (1997), 657–667; Theory Probab. Appl., 42:4 (1998), 559–567
Citation in format AMSBIB
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\by V.~G.~Alekseev
\paper New modifications of second- and third-order periodograms
\jour Teor. Veroyatnost. i Primenen.
\yr 1997
\vol 42
\issue 4
\pages 657--667
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\zmath{https://zbmath.org/?q=an:0911.60023|0908.60019}
\transl
\jour Theory Probab. Appl.
\yr 1998
\vol 42
\issue 4
\pages 559--567
\crossref{https://doi.org/10.1137/S0040585X9797643X}
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  • https://www.mathnet.ru/eng/tvp2178
  • https://doi.org/10.4213/tvp2178
  • https://www.mathnet.ru/eng/tvp/v42/i4/p657
    • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
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