Please use this identifier to cite or link to this item: http://hdl.handle.net/10553/47409
DC FieldValueLanguage
dc.contributor.authorSaavedra Santana, Pedroen_US
dc.contributor.authorHernández, C. N.en_US
dc.contributor.authorLuengo, I.en_US
dc.contributor.authorArtiles, J.en_US
dc.contributor.authorSantana, A.en_US
dc.contributor.otherSantana, Angelo-
dc.date.accessioned2018-11-23T13:20:09Z-
dc.date.available2018-11-23T13:20:09Z-
dc.date.issued2008en_US
dc.identifier.issn0943-4062en_US
dc.identifier.urihttp://hdl.handle.net/10553/47409-
dc.description.abstractA 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.languageengen_US
dc.relation.ispartofComputational Statisticsen_US
dc.sourceComputational Statistics [ISSN 0943-4062], v. 23 (1), p. 79-98en_US
dc.subject120903 Análisis de datosen_US
dc.subject240401 Bioestadísticaen_US
dc.subject.otherConsistencyen_US
dc.subject.otherLinear processes of random parametersen_US
dc.subject.otherPopulation spectrumen_US
dc.titleEstimation of population spectrum for linear processes with random coefficientsen_US
dc.typeinfo:eu-repo/semantics/Articlees
dc.typeArticlees
dc.identifier.doi10.1007/s00180-007-0069-5
dc.identifier.scopus38149119623-
dc.identifier.isi000252294000005-
dc.identifier.isi000252294000005-
dcterms.isPartOfComputational Statistics-
dcterms.sourceComputational Statistics[ISSN 0943-4062],v. 23 (1), p. 79-98-
dc.contributor.authorscopusid56677724200-
dc.contributor.authorscopusid8971071000-
dc.contributor.authorscopusid15027282800-
dc.contributor.authorscopusid8971071100-
dc.contributor.authorscopusid56554207500-
dc.identifier.eissn1613-9658)-
dc.description.lastpage98-
dc.identifier.issue1-
dc.description.firstpage79-
dc.relation.volume23-
dc.investigacionIngeniería y Arquitecturaen_US
dc.type2Artículoen_US
dc.identifier.wosWOS:000252294000005-
dc.contributor.daisngid8838450
dc.contributor.daisngid247998-
dc.contributor.daisngid5322222-
dc.contributor.daisngid987146-
dc.contributor.daisngid11928510-
dc.contributor.daisngid2332689-
dc.identifier.investigatorRIDH-6012-2011-
dc.identifier.externalWOS:000252294000005-
dc.contributor.wosstandardWOS:Saavedra, P
dc.contributor.wosstandardWOS:Hernandez, CN
dc.contributor.wosstandardWOS:Luengo, I
dc.contributor.wosstandardWOS:Artiles, J
dc.contributor.wosstandardWOS:Santana, A
dc.date.coverdateEnero 2008
dc.identifier.ulpgces
dc.description.jcr0,628
dc.description.jcrqQ4
dc.description.scieSCIE
item.fulltextSin texto completo-
item.grantfulltextnone-
crisitem.author.deptGIR Estadística-
crisitem.author.deptDepartamento de Matemáticas-
crisitem.author.deptDepartamento de Matemáticas-
crisitem.author.deptGIR Estadística-
crisitem.author.deptDepartamento de Matemáticas-
crisitem.author.orcid0000-0003-1681-7165-
crisitem.author.orcid0000-0002-6513-4814-
crisitem.author.parentorgDepartamento de Matemáticas-
crisitem.author.parentorgDepartamento de Matemáticas-
crisitem.author.fullNameSaavedra Santana, Pedro-
crisitem.author.fullNameHernández Flores, Carmen Nieves-
crisitem.author.fullNameArtiles Romero, Juan-
crisitem.author.fullNameSantana Del Pino, Ángelo-
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