SPECTRAL ANALYSIS FOR AMPLITUDE-MODULATED TIME SERIES |
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| Authors: | Clé lia M. C.,Toloi Pedro A.,Morettin |
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| Affiliation: | University of SaTo Paulo |
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| Abstract: | Abstract. Let { X ( n )} be a non-observed strictly stationary process, { a ( n )} a sequence independent of { X ( n )} and Y ( n ) = a ( n ) X ( n ) the observed process. This work deals with the estimation of the spectral density function fx ( Λ ) of the process of interest, { X ( n )}, using observations of the modulated process { Y ( n )}. We obtain estimators of fx ( Λ ) for three types of modulating functions:deterministic, random independent and random correlated. |
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| Keywords: | Amplitude modulate asymptotically stationary sequence spectral estimation time series |
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