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| 线性平稳序列积分周期图渐近误差的谱表示 | |
| 引用本文： | 刘学圃.线性平稳序列积分周期图渐近误差的谱表示[J].衡阳师范学院学报,1991(6). |
| 作者姓名： | 刘学圃 |
| 摘 要： | 本文研究得出四阶矩存在的鞅差序列的线性和构成的平稳序列的积分周期图作为谱函数的估计量时的渐近误差的谱表示式:NE(λ)=2πf~2(l)dl+(μ_4-3σ~4)/(σ~4)F(λ)F(μ)0<λ<π,0<μ<π |
| 关 键 词： | 线性平稳序列 四阶矩 鞅差序列 积分周期图 谱函数估计量渐近误差 谱表示式 |
THE SPECTRAL REPRESENTATION OF ASYMPTOTIC COVARIENCE FOR SPECTRAL FUNCTION'S ESTIMATOR OF LINEAR STATIONARY TIME SERIES |
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| Liu Xuepu.THE SPECTRAL REPRESENTATION OF ASYMPTOTIC COVARIENCE FOR SPECTRAL FUNCTION''''S ESTIMATOR OF LINEAR STATIONARY TIME SERIES[J].journal of Hengyang Normal University,1991(6). | |
| Authors: | Liu Xuepu |
| Abstract: | This paper presents the spectral representation of asymptoic covariance regarding the integral peri- odigrams of the linear stationary time series formed by the linear sum of martingale difference series with fouth moment as the estimator of spectral function: |
| Keywords: | linear stationary time seris fourth moment martingale difference series integral periodigram estimator of spectral function asymptoic covariance Spectral representation |
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