论文标题
$ f $ thuncated $ \ text {m}^2 $ - periodogram的均值一致性
Mean-square consistency of the $f$-truncated $\text{M}^2$-periodogram
论文作者
论文摘要
该论文涉及估计固定随机过程或随机场的M $^2 $（即多元和多维的）光谱密度函数的问题。我们提出了$ f $截断的周期图，即截断的周期图，其中截断点是样本量的合适函数$ f $。我们讨论了估计量的渐近一致性，并提供了三个可以使用拟议方法来解决的具体问题。仿真结果显示了该过程的有效性。
The paper deals with the problem of estimating the M$^2$ (i.e. multivariate and multidimensional) spectral density function of a stationary random process or random field. We propose the $f$-truncated periodogram, i.e. a truncated periodogram where the truncation point is a suitable function $f$ of the sample size. We discuss the asymptotic consistency of the estimator and we provide three concrete problems that can be solved using the proposed approach. Simulation results show the effectiveness of the procedure.
