Please use this identifier to cite or link to this item:
http://hdl.handle.net/10553/47409
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Saavedra Santana, Pedro | en_US |
dc.contributor.author | Hernández, C. N. | en_US |
dc.contributor.author | Luengo, I. | en_US |
dc.contributor.author | Artiles, J. | en_US |
dc.contributor.author | Santana, A. | en_US |
dc.contributor.other | Santana, Angelo | - |
dc.date.accessioned | 2018-11-23T13:20:09Z | - |
dc.date.available | 2018-11-23T13:20:09Z | - |
dc.date.issued | 2008 | en_US |
dc.identifier.issn | 0943-4062 | en_US |
dc.identifier.uri | http://hdl.handle.net/10553/47409 | - |
dc.description.abstract | A set of time series generated by stationary linear processes with an absolutely continuous spectral distribution is analysed. The time series can then be considered realizations of a linear process of random coefficients. Likewise, each spectral density function is a realization of a stochastic process whose function of means is called a population spectrum. We propose a kernel estimator for the population spectrum and give conditions for its consistency. We then illustrate the properties of this estimator in a simulation study and compare its performance with an alternative parametric estimator that can be found in the literature. | en_US |
dc.language | eng | en_US |
dc.relation.ispartof | Computational Statistics | en_US |
dc.source | Computational Statistics [ISSN 0943-4062], v. 23 (1), p. 79-98 | en_US |
dc.subject | 120903 Análisis de datos | en_US |
dc.subject | 240401 Bioestadística | en_US |
dc.subject.other | Consistency | en_US |
dc.subject.other | Linear processes of random parameters | en_US |
dc.subject.other | Population spectrum | en_US |
dc.title | Estimation of population spectrum for linear processes with random coefficients | en_US |
dc.type | info:eu-repo/semantics/Article | es |
dc.type | Article | es |
dc.identifier.doi | 10.1007/s00180-007-0069-5 | |
dc.identifier.scopus | 38149119623 | - |
dc.identifier.isi | 000252294000005 | - |
dc.identifier.isi | 000252294000005 | - |
dcterms.isPartOf | Computational Statistics | - |
dcterms.source | Computational Statistics[ISSN 0943-4062],v. 23 (1), p. 79-98 | - |
dc.contributor.authorscopusid | 56677724200 | - |
dc.contributor.authorscopusid | 8971071000 | - |
dc.contributor.authorscopusid | 15027282800 | - |
dc.contributor.authorscopusid | 8971071100 | - |
dc.contributor.authorscopusid | 56554207500 | - |
dc.identifier.eissn | 1613-9658) | - |
dc.description.lastpage | 98 | - |
dc.identifier.issue | 1 | - |
dc.description.firstpage | 79 | - |
dc.relation.volume | 23 | - |
dc.investigacion | Ingeniería y Arquitectura | en_US |
dc.type2 | Artículo | en_US |
dc.identifier.wos | WOS:000252294000005 | - |
dc.contributor.daisngid | 247998 | - |
dc.contributor.daisngid | 8838450 | |
dc.contributor.daisngid | 5322222 | - |
dc.contributor.daisngid | 987146 | - |
dc.contributor.daisngid | 11928510 | - |
dc.contributor.daisngid | 2332689 | - |
dc.identifier.investigatorRID | H-6012-2011 | - |
dc.identifier.external | WOS:000252294000005 | - |
dc.contributor.wosstandard | WOS:Saavedra, P | |
dc.contributor.wosstandard | WOS:Hernandez, CN | |
dc.contributor.wosstandard | WOS:Luengo, I | |
dc.contributor.wosstandard | WOS:Artiles, J | |
dc.contributor.wosstandard | WOS:Santana, A | |
dc.date.coverdate | Enero 2008 | |
dc.identifier.ulpgc | Sí | es |
dc.description.jcr | 0,628 | |
dc.description.jcrq | Q4 | |
dc.description.scie | SCIE | |
item.fulltext | Sin texto completo | - |
item.grantfulltext | none | - |
crisitem.author.dept | GIR Estadística | - |
crisitem.author.dept | Departamento de Matemáticas | - |
crisitem.author.dept | GIR Estadística | - |
crisitem.author.dept | Departamento de Matemáticas | - |
crisitem.author.dept | GIR Estadística | - |
crisitem.author.dept | GIR Estadística | - |
crisitem.author.dept | Departamento de Matemáticas | - |
crisitem.author.orcid | 0000-0003-1681-7165 | - |
crisitem.author.orcid | 0000-0003-0415-822X | - |
crisitem.author.orcid | 0000-0002-6513-4814 | - |
crisitem.author.parentorg | Departamento de Matemáticas | - |
crisitem.author.parentorg | Departamento de Matemáticas | - |
crisitem.author.parentorg | Departamento de Matemáticas | - |
crisitem.author.parentorg | Departamento de Matemáticas | - |
crisitem.author.fullName | Saavedra Santana, Pedro | - |
crisitem.author.fullName | Hernández Flores, Carmen Nieves | - |
crisitem.author.fullName | Artiles Romero,Juan | - |
crisitem.author.fullName | Santana Del Pino, Ángelo | - |
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