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Teoriya Veroyatnostei i ee Primeneniya, 2001, Volume 46, Issue 3, Pages 417–426
DOI: https://doi.org/10.4213/tvp3893
(Mi tvp3893)
 

On Estimating Multimodal Spectra of Time Series

N. V. Vakulenko, A. S. Monin

P. P. Shirshov institute of Oceanology of RAS
Abstract: The estimates of multimodal spectra of random sequences are considered on an example of dendrochronological series (DCS). These series are representable as the sums of the tapered component, the spectrum of which then turns out to be proportional to the power of frequency with exponent $-\frac13$ and with several weakly manifested frequency maxima overlapping it. One can achieve a better manifestation of these maxima by considering the effects of moving tapering in time with various tapering windows and by constructing the spectra of the tapered series. In this way 7 maxima are detected with periods of about 2.7, 4.7, 23.7, 60, 120, 180, and 745 years.
Keywords: stationary random sequences, spectra, dendrochronological series.
Received: 27.03.2001
English version:
Theory of Probability and its Applications, 2002, Volume 46, Issue 3, Pages 482–489
DOI: https://doi.org/10.1137/S0040585X97979056
Bibliographic databases:
Language: Russian
Citation: N. V. Vakulenko, A. S. Monin, “On Estimating Multimodal Spectra of Time Series”, Teor. Veroyatnost. i Primenen., 46:3 (2001), 417–426; Theory Probab. Appl., 46:3 (2002), 482–489
Citation in format AMSBIB
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\paper On Estimating Multimodal Spectra of Time Series
\jour Teor. Veroyatnost. i Primenen.
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\pages 417--426
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\transl
\jour Theory Probab. Appl.
\yr 2002
\vol 46
\issue 3
\pages 482--489
\crossref{https://doi.org/10.1137/S0040585X97979056}
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  • https://www.mathnet.ru/eng/tvp/v46/i3/p417
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