Title :
Spectral analysis and harmonizable processes
Author :
Lii, K.S. ; Rosenblatt, M.
Author_Institution :
Dept. of Stat., California Univ., Riverside, CA, USA
Abstract :
Spectral estimation for nonstationary harmonizable processes making use of a single realisation of the process as a function of time is considered. Consistent estimators based on smoothed versions of periodogram like forms are effective when the spectral support of the process consists of lines and the spectra are sufficiently smooth on the lines.
Keywords :
continuous time systems; parameter estimation; spectral analysis; continuous time parameter process; nonstationary harmonizable processes; smoothed periodogram; spectral analysis; spectral estimation; Fourier transforms; Gaussian processes; Mathematics; Spectral analysis; Statistics;
Conference_Titel :
Signals, Systems and Computers, 2002. Conference Record of the Thirty-Sixth Asilomar Conference on
Conference_Location :
Pacific Grove, CA, USA
Print_ISBN :
0-7803-7576-9
DOI :
10.1109/ACSSC.2002.1197038
