頁籤選單縮合
題 名 | Asymptotic Distribution of Estimates for a Time-Varying Parameter in a Harmonic Model with Multiple Fundamentals |
---|---|
作 者 | Irizarry,Rafael A.; | 書刊名 | Statistica Sinica |
卷 期 | 10:4 2000.10[民89.10] |
頁 次 | 頁1041-1067 |
分類號 | 319.51 |
關鍵詞 | Asymptotic variance; Harmonic regression; Signal processing; Sound analysis; Time-varying parameters; Weighted least squares estimates; |
語 文 | 英文(English) |
英文摘要 | Window-based estimates for stochastic harmonic regression models are useful for cases where harmonic parameters appear to be time-varying. Least squares estimates for harmonic models with one fundamental have been studied and asymptotic variance expressions have been developed. This paper extends these results to weighted least squares for the multiple fundamental case, and presents an application in signal processing. |
本系統中英文摘要資訊取自各篇刊載內容。