| ASYMPTOTIC BEHAVIOR OF THE ESTIMATES OF HIGHER ORDER SPECTRA UNDER TRUNCATED WINDOW |
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| 引用本文： | YU Dan (Institute of Systems Science,Academia Sinica,Beijing 100080,China). ASYMPTOTIC BEHAVIOR OF THE ESTIMATES OF HIGHER ORDER SPECTRA UNDER TRUNCATED WINDOW[J]. 系统科学与复杂性, 1995, 0(1) |
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| 作者姓名： | YU Dan (Institute of Systems Science Academia Sinica Beijing 100080 China) |
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| 作者单位： | Institute of Systems Science，Academia Sinica，Beijing 100080，China |
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| 摘 要： | ＡＳＹＭＰＴＯＴＩＣＢＥＨＡＶＩＯＲＯＦＴＨＥＥＳＴＩＭＡＴＥＳＯＦＨＩＧＨＥＲＯＲＤＥＲＳＰＥＣＴＲＡＵＮＤＥＲＴＲＵＮＣＡＴＥＤＷＩＮＤＯＷＹＵＤａｎ（ＩｎｓｔｉｔｕｔｅｏｆＳｙｓｔｅｍｓＳｃｉｅｎｃｅ，ＡｃａｄｅｍｉａＳｉｎｉｃａ，Ｂｅｉｊｉｎ...
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ASYMPTOTIC BEHAVIOR OF THE ESTIMATES OF HIGHER ORDER SPECTRA UNDER TRUNCATED WINDOW |
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| YU Dan. ASYMPTOTIC BEHAVIOR OF THE ESTIMATES OF HIGHER ORDER SPECTRA UNDER TRUNCATED WINDOW[J]. Journal of Systems Science and Complexity, 1995, 0(1) |
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| Authors: | YU Dan |
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| Abstract: | This paper is concerned with the asymptotic behavior of the estimation of higher order spectra of stationary processes. Under suitable conditions, the L2-consistency,the bias of the estimation and the truncated take optimum weight function are given; and the asymptotic normality result is approved. |
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| Keywords: | Higher order spectra higher order periodogram optimal weight function stationary processes. |
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