Aliasing free for evolutionary spectrum of non stationary processes

This paper proposes a non parametric discrete estimate of evolutionary spectral density of non-stationary process with continuous time. To solve a problem related to aliasing effects, we assume that the evolutionary spectral density has a compact support and we use a specific uniform sampling depend...

Full description

Saved in:
Bibliographic Details
Published inJournal of physics. Conference series Vol. 423; no. 1; pp. 12014 - 9
Main Authors Sabre, R, Safi, S, Schmitt, B
Format Journal Article
LanguageEnglish
Published Bristol IOP Publishing 01.01.2013
Subjects
Aliasing
Asymptotic properties
Density
Engineering Sciences
Estimates
Evolution
Evolutionary
Mathematics
Physics
Sampling
Spectra
Stationary processes
Statistics
Stationary Processes
Aliasing phenomena
evolutionary processes
Online AccessGet full text

Cover

More Information
Summary:This paper proposes a non parametric discrete estimate of evolutionary spectral density of non-stationary process with continuous time. To solve a problem related to aliasing effects, we assume that the evolutionary spectral density has a compact support and we use a specific uniform sampling depending on the width of the compact support. An asymptotically unbiased and consistent estimate is given.
Bibliography:ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 23
ISSN:1742-6588
0022-3727
1742-6596
1361-6463
DOI:10.1088/1742-6596/423/1/012014