Quantile multitaper periodogram

Cherih, Nour-El-Houda

doi:10.1515/mcma-2026-3006

2026-06-01

PRE

Cherih, Nour-El-Houda *

Medkour, Tarek

DOI：10.1515/mcma-2026-3006

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摘要

En 中文

本文介绍了一种新型谱密度函数估计器，结合了分位数周期图和多 taper 周期图。我们证明，分位数多 taper 周期图继承了分位数周期图的稳健性，同时受益于通过多 tapering 实现的偏差和方差降低。所提出的谱估计器适用于非线性、非正态性的一般条件下的时间序列分析。

Keyword:

Time series

level crossing

multitaper spectral estimator

quantile periodogram

期刊

Monte Carlo Methods and Applications

IF:

0.6

论文数:

被引数:

机构

university science & technology houari boumediene

学者数:

354

论文数: 171

被引数: 0

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