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|Title:||Some remarks on robust estimation of power spectra|
|Authors:||Shevlyakov, G. L.|
Lyubomishchenko, N. S.
Smirnov, P. O.
|Keywords:||ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Физика|
|Publisher:||Minsk : Publ. center of BSU|
|Citation:||Computer Data Analysis and Modeling: Theoretical and Applied Stochastics : Proc. of the Tenth Intern. Conf., Minsk, Sept. 10–14, 2013. Vol 1. — Minsk, 2013. — P. 97-104|
|Abstract:||Various robust modifications of the classical methods of power spectra esti- mation, both nonparametric and parametric, are considered. Their performance evaluation is studied in autoregressive models with contamination. It is found out that prospective robust estimates of power spectra are based on robust highly efficient estimates of autocovariances and on robust filtering algorithms. Several open problems for future research are formulated.|
|Appears in Collections:||2013. Computer Data Analysis and Modeling. Vol 1|
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