频域不规则空间数据的统计分析

IF 1.2 4区 数学 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS
Shibin Zhang
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引用次数: 0

摘要

频域统计中心极限定理(CLT)是频域分析的基本工具。然而,对于不规则间隔的数据,它们仍有局限性。在纯增域和混合增域渐近框架中,针对矩形采样区域内均匀分布的采样位置上的观测数据,建立了三个频域统计中心极限定理。一个是离散傅立叶变换(DFT),另两个是广义频谱均值(GSM)。推导出了 DFT 在任意有限数量标准频率下的渐近联合正态性和独立性。此外,还建立了两个 GSM 的渐近正态性,并根据高斯或非高斯模型假设以不同形式给出了渐近方差。三个已建立的 CLT 对研究许多重要频域统计的抽样特性非常有用,如周期图、非负定自协方差估计器、频谱密度估计器和惠特尔似然估计器。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Statistical analysis of irregularly spaced spatial data in frequency domain

Central limit theorems (CLTs) for frequency-domain statistics are fundamental tools in frequency-domain analysis. However, for irregularly spaced data, they are still limited. In both the pure increasing domain and the mixed increasing domain asymptotic frameworks, three CLTs of frequency-domain statistics are established for the observations at uniformly distributed sampling locations over a rectangular sampling region. One is for discrete Fourier transforms (DFTs), while the other two pertain to generalized spectral means (GSMs). The asymptotic joint normality and independence of the DFT at any finite number of standard frequencies are derived. Additionally, the asymptotic normalities of two GSMs are set up, with asymptotic variances given in different forms, according to the Gaussian or non-Gaussian model assumption. Three established CLTs are very useful in investigating the sampling properties of many important frequency-domain statistics, such as periodogram, non-negative definite auto-covariance estimator, spectral density estimator, and Whittle likelihood estimator as well.

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来源期刊
Journal of Time Series Analysis
Journal of Time Series Analysis 数学-数学跨学科应用
CiteScore
2.00
自引率
0.00%
发文量
39
审稿时长
6-12 weeks
期刊介绍: During the last 30 years Time Series Analysis has become one of the most important and widely used branches of Mathematical Statistics. Its fields of application range from neurophysiology to astrophysics and it covers such well-known areas as economic forecasting, study of biological data, control systems, signal processing and communications and vibrations engineering. The Journal of Time Series Analysis started in 1980, has since become the leading journal in its field, publishing papers on both fundamental theory and applications, as well as review papers dealing with recent advances in major areas of the subject and short communications on theoretical developments. The editorial board consists of many of the world''s leading experts in Time Series Analysis.
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