Spectral density estimation for random processes with stationary increments

Spectral density analysis plays an important role in studying a stationary random process on a real line. In this paper, we extend this discussion for the random process with stationary increments. We investigate the properties of the method of moments structure function estimation, and propose a no...

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Veröffentlicht in:	Applied stochastic models in business and industry 2024-07, Vol.40 (4), p.960-978
Hauptverfasser:	Chen, Wei, Huang, Chunfeng, Zhang, Haimeng, Schaffer, Matthew
Format:	Artikel
Sprache:	eng
Schlagworte:	band‐limited spectrum Density Line spectra Method of moments nonstationarity Random processes Spectral density function structure function
Online-Zugang:	Volltext
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