DocumentCode
3425752
Title
Spectral analysis and harmonizable processes
Author
Lii, K.S. ; Rosenblatt, M.
Author_Institution
Dept. of Stat., California Univ., Riverside, CA, USA
Volume
2
fYear
2002
fDate
3-6 Nov. 2002
Firstpage
1551
Abstract
Spectral estimation for nonstationary harmonizable processes making use of a single realisation of the process as a function of time is considered. Consistent estimators based on smoothed versions of periodogram like forms are effective when the spectral support of the process consists of lines and the spectra are sufficiently smooth on the lines.
Keywords
continuous time systems; parameter estimation; spectral analysis; continuous time parameter process; nonstationary harmonizable processes; smoothed periodogram; spectral analysis; spectral estimation; Fourier transforms; Gaussian processes; Mathematics; Spectral analysis; Statistics;
fLanguage
English
Publisher
ieee
Conference_Titel
Signals, Systems and Computers, 2002. Conference Record of the Thirty-Sixth Asilomar Conference on
Conference_Location
Pacific Grove, CA, USA
ISSN
1058-6393
Print_ISBN
0-7803-7576-9
Type
conf
DOI
10.1109/ACSSC.2002.1197038
Filename
1197038
Link To Document