Author: Dominique DehayPublisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
Contributions à l'analyse spectrale des processus non stationnaires
Contribution à l'analyse spectrale des processus aléatoires ainsi que leurs applications
Author: Rachid SabreAnalyse spectrale des séries temporelles de longueur finie non stationnaires
Author: Jacqueline CorneePublisher:
ISBN:
Category :
Languages : fr
Pages : 344
Book Description
APPAREILLAGE ET TECHNIQUES EXPERIENTALES. ETUDE EXPERIMENTALE DU SIGNAL. ETUDE THEORIQUE, ESTIMATION SPECTRALE DES SERIES TEMPORELLES DE LONGUEUR FINIE: RAPPEL SUR LA FONCTION D'INTERCORRELATION ET LA DENSITE SPECTRALE DE PUISSANCE DES PROCESSUS ALEATOIRES STATIONNAIRES DU SECOND ORDRE; FILTRAGE ET EQUATION DE WIENER HOPF; ECHANTILLONNAGE DES PROCESSUS ALEATOIRES CONTINUS STATIONNAIRES DU SECOND ORDRE; ESTIMATION SPECTRALE DES SERIES TEMPORELLES DE LONGUEUR FINIE. ESTIMATION SPECTRALE DANS LES PROCESSUS REELS; APPLICATION A L'ELECTROENCEPHALOGRAPHIE. ANALYSE DES DONNEES: ANALYSE DISCRIMINATIVE DE TYPE PAS A PAS
ICASSP 81
Author: Bulletin de L'Institut International de Statistique
Author: Analyse spectrale des données non stationnaires
Author: Ibrahim AhamadaAnalyse et estimations spectrales des processus [alpha]-stables non-stationnaires
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Author: Nourddine AzzaouiPublisher:
ISBN:
Category :
Languages : en
Pages : 136
Book Description
In this work a new spectral representation of a symmetric alpha-stable processes is introduced. It is based on a covariation pseudo-additivity and Morse-Transue's integral with respect to a bimeasure built by using pseudo-additivity property. This representation, specific to (S alpha S) processes, is analogous to the covariance of second order processes. On the other hand, it generalizes the representation established for stochastic integrals with respect to symmetric alpha-stable process of independent increments. We provide a classification of non-stationary harmonizable processes; this classification is based on the bimeasure structure. In particular, we defined and investigated periodically covariated processes. To simulate and build this unusual class, a new decomposition in the Lepage's type series was derived. Finally, to apply this results in practical situations, a nonparametric estimation of spectral densities are discussed. In particular, in the case of periodically covariated processes, an almost sure convergent estimators was derived under the strong mixing condition.
Actes de la Session
Author: International Statistical InstitutePublisher:
ISBN:
Category : Statistics
Languages : en
Pages : 782
Book Description
Author: Michel Jacob
Author: