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
كليدواژه :
periodically correlated process , Subsampling , periodie , wavelet (i-mixing sequence
عنوان كنفرانس :
يازدهمين كنفرانس آمار ايران
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
