شماره ركورد كنفرانس
3140
عنوان مقاله
Consistency of Subsampling Estimator for Wavelet Cyclic Autocorrelation of Periodically Correlated Processes
عنوان به زبان ديگر
Consistency of Subsampling Estimator for Wavelet Cyclic Autocorrelation of Periodically Correlated Processes
پديدآورندگان
Aminghafari Mina نويسنده Department of Statistics - Faculty of Mathematics and Computer Science - Amirkahir University of Technology - Tehran - Iran , Ghanbarzadeh Mitra نويسنده Department of Statistics - Faculty of Mathematics and Computer Science - Amirkahir University of Technology - Tehran - Iran
تعداد صفحه
7
كليدواژه
periodically correlated process , Subsampling , periodie , wavelet (i-mixing sequence
سال انتشار
1391
عنوان كنفرانس
يازدهمين كنفرانس آمار ايران
زبان مدرك
فارسی
چكيده لاتين
. In this article, we consider periodically correlated process and define cyclic autocorrelation based on wavelet coëfficients of periodic wavelet transform of autoCovariance function. Also, we prove consisterney of subsampling procedure for estimator of wavelet coefficients of autocovariance funetion, that call it Wavelet cyclic autocorrelation, and compute confidence interval for wavelet cvelic autocorrelation.
شماره مدرك كنفرانس
4219389
سال انتشار
1391
از صفحه
1
تا صفحه
7
سال انتشار
1391
لينک به اين مدرک