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白噪声谱估计函数的重对数律
LIL FOR THE SPECTRAL ESTIMATE OF WHITE NOISE
【摘要】 <正> 设{ε(n),n≥1}为零均值,方差为1的平稳序列,
【Abstract】 As another property of spectral estimate like, that of [2], the result of this essayis concerned with the strong consistency of spectral estimate of a certain type ofstationary processes. It reads as follows: For the spectral estimate of F(λ),where ε(1), ε(2),...,ε(N) are observations of the white noise {ε(n), n≥1}, ifEε(1)=0, Eε2(1)=1, Eε8(1)<+∞, thenwhereu4=Eε2(1)-3.
【基金】 自然科学基金
- 【文献出处】 应用数学学报 ,Acta Mathematicae Applicatae Sinica , 编辑部邮箱 ,1990年01期
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