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谱密度弱一致估计的若干充分条件
引用本文:苏文希. 谱密度弱一致估计的若干充分条件[J]. 汕头大学学报(自然科学版), 1997, 12(2): 32-37
作者姓名:苏文希
作者单位:汕头大学数学系
摘    要:本文讨论实平稳正态序列的协方差与谱密度的一种新的估计法。得到渐近无编、弱一致估计的苦干充分条件,它明显优于常用的周期图加窗估计法。

关 键 词:弱一致估计,渐近无偏,谱密度,充分条件

The sufficient conditions for weak consistent estimate of spectral density
Su Wenxi. The sufficient conditions for weak consistent estimate of spectral density[J]. Journal of Shantou University(Natural Science Edition), 1997, 12(2): 32-37
Authors:Su Wenxi
Abstract:This paper deals with a new method for estimating the covariance functions and spectral density of real stationary normal sequence , and presents some sufficient conditions for asymptotically unbiased and weak consistent estimate. Under these conditions,the new method is obviously better than the cycle chart plus window estimate method in common use.
Keywords:weak consistent estimate  asymptotically unbiased  spectral density  sufficient condition
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