On Asymptotic Behaviour of the Second Moment for the Spectral Estimate of a Homogeneous Field

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Abstract


A homogeneous (stationary in wide sense) random field with zero mean and real-valued components is given. The case of discrete parameter is considered. The matrix of second order periodograms, constructed by the sample is given. The asymptotic behaviour of the second moment of the second order spectral estimate of the homogeneous field is considered in the paper.

About the authors

A Yu Shomakhov

Plekhanov Russian University of Economics

Email: ashomahov@yandex.ru

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Copyright (c) 2013 Шомахов А.Ю.

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