摘要
本文讨论实平稳正态序列的协方差与谱密度的一种新的估计法。得到渐近无编、弱一致估计的苦干充分条件，它明显优于常用的周期图加窗估计法。
This paper deals with a new method for estimating the covariance functions and spectral density of real stationary normal sequence , and presents some sufficient conditions for asymptotically unbiased and weak consistent estimate. Under these conditions,the new method is obviously better than the cycle chart plus window estimate method in common use.
出处
《汕头大学学报（自然科学版）》
1997年第2期32-37,共6页
Journal of Shantou University：Natural Science Edition
关键词
弱一致估计
谱密度
充分条件
协方差
weak consistent estimate
asymptotically unbiased
spectral density
sufficient condition
