Browsing by Subject "Spectral density"
Now showing items 117 of 17

Article
Asymptotic efficiency of the order selection of a nongaussian AR process
(1997)Motivated by Shibata's (1980) asymptotic efficiency results for the order selected for a zero mean Gaussian AR process this paper establishes the asymptotic efficiency of AIClike model selection criteria for infinite order ...

Article
Asymptotically optimal AR spectral estimate for multistep prediction
(2000)This paper discusses the concept of asymptotic optimality from the frequency domain point of view making use of the direct method for multiple prediction. In particular, it is shown that with the use of a new autoregressive ...

Conference Object
Capacity of gaussian channels with noise uncertainty
(2004)In this paper the problem of defining, and computing the capacity of a communication channel when the statistic of an additive noise is not fully known, is addressed. The communication channel is specified as a continuous ...

Article
Consistent Testing for Pairwise Dependence in Time Series
(2017)We consider the problem of testing pairwise dependence for stationary time series. For this, we suggest the use of a Box–Ljungtype test statistic that is formed after calculating the distance covariance function among ...

Article
Dynamically evolving Gaussian spatial fields
(2011)We discuss general nonstationary spatiotemporal surfaces that involve dynamics governed by velocity fields. The approach formalizes and expands previously used models in analysis of satellite data of significant wave ...

Article
Highdimensional autocovariance matrices and optimal linear prediction
(2015)A new methodology for optimal linear prediction of a stationary time series is introduced. Given a sample X1,…,Xn, the optimal linear predictor of Xn+1 is Xn+1 = Φ1(n)Xn + Φ2(n)Xn−1 + + Φn(n)X1. In practice, the coefficient ...

Article
Higherorder accurate polyspectral estimation with flattop lagwindows
(2009)Improved performance in higherorder spectral density estimation is achieved using a general class of infiniteorder kernels. These estimates are asymptotically less biased but with the same order of variance as compared ...

Article
Large Eddy Simulation of nearbed pipelines in oscillatory flow
(2018)A series of unsteady, threedimensional numerical simulations of the incompressible, oscillatory flow around a nearbed pipeline is presented. A flow at Reynolds number equal to Reαo=20,000 with respect to the oscillatory ...

Article
On comparing several spectral densities
(2008)We investigated the problem of testing equality among spectral densities of several independent stationary processes. Our main methodological contribution is the introduction of a novel semiparametric loglinear model that ...

Article
On efficient AR spectral estimation for longrange predictions
(2005)This article discusses the concept of asymptotic efficiency from the frequency domain point of view making use of the direct method for multiple prediction. In particular, it is shown that with the use of a new autoregressive ...

Conference Object
Robust capacity for additive colored Gaussian uncertain channels
(2005)This paper is concerned with the definition and computation of channel capacity of continuous time additive Gaussian channels, when the channel is subject to uncertainty, the noise power spectral density is known and the ...

Conference Object
Robust capacity of a Gaussian noise channel with channel and noise uncertainty
(2005)This paper is concerned with the problem of defining, and computing the capacity of a continuoustime additive Gaussian noise communication channel when the true frequency response of the channel, and the power spectral ...

Article
A Simple Information Theoretic Proof of the Maximum Entropy Property of Some Gaussian Random Fields
(1994)A well known result of Burg and Kiinsch identifies a Gaussian Markov random field with autocovariances specified on a finite part L of the ndimensional integer lattice, as the random field with maximum entropy among all ...

Article
Simultaneous confidence bands in spectral density estimation
(2008)We propose a method for the construction of simultaneous confidence bands for a smoothed version of the spectral density of a Gaussian process based on nonparametric kernel estimators obtained by smoothing the periodogram. ...

Article
Spectral density and spectral distribution inference for long memory time series via fixedb asymptotics
(2014)This paper studies taperbased estimates of the spectral density utilizing a fixed bandwidth ratio asymptotic framework, and makes several theoretical contributions: (i) we treat multiple frequencies jointly, (ii) we allow ...

Conference Object
Stochastic power control for timevarying flat fading wireless channels
(2005)The performance of stochastic optimal power control of timevarying wireless shortterm flat fading channels, in which the evolution of the dynamical channel is described by a stochastic state space representation, is ...

Conference Object