학술논문
Analyse fréquentielle de processus stochastiques non stationnaires: estimation et propriétés.
Document Type
Journal
Author
Droesbeke, F. AMS Author Profile
Source
Subject
62 Statistics -- 62M Inference from stochastic processes
62M15Spectral analysis
62M15
Language
English
Abstract
The author considers the statistical properties of an estimator of the spectral density matrix associated with a nonstationary stochastic process generalizing the process introduced by M. B. Priestley [J. Roy. Statist. Soc. Ser. B {\bf 27} (1965), 204--237; MR0199886 (33 \#8026)].