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Bias control in the estimation of
spectral functionals
Ludmila Sakhno Department of Probability Theory and Mathematical Statistics,
Mechanics and Mathematics Faculty,
Kyiv National Taras Shevchenko University, Kyiv, Ukraine
Аннотация:
We consider estimators for integrals of a spectrum and a bispectrum
for random fields $X(t), t\in{\mathbb R}^d,$ and present conditions guaranteeing
the rate of convergence of bias to zero appropriate for dimensions
$d =1, 2, 3.$
Ключевые слова:
Spectral functionals, nonparametric estimation, periodogram, bias, tapering.
Образец цитирования:
Ludmila Sakhno, “Bias control in the estimation of
spectral functionals”, Theory Stoch. Process., 13(29):2 (2007), 225–233
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/thsp199 https://www.mathnet.ru/rus/thsp/v13/i2/p225
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