Geodesic
On Estimating Multimodal Spectra of Time Series
Teoriâ veroâtnostej i ee primeneniâ, Tome 46 (2001) no. 3, pp. 417-426

Voir la notice de l'article provenant de la source Math-Net.Ru

The estimates of multimodal spectra of random sequences are considered on an example of dendrochronological series (DCS). These series are representable as the sums of the tapered component, the spectrum of which then turns out to be proportional to the power of frequency with exponent $-\frac13$ and with several weakly manifested frequency maxima overlapping it. One can achieve a better manifestation of these maxima by considering the effects of moving tapering in time with various tapering windows and by constructing the spectra of the tapered series. In this way 7 maxima are detected with periods of about 2.7, 4.7, 23.7, 60, 120, 180, and 745 years.
Keywords: stationary random sequences, dendrochronological series.
Mots-clés : spectra 
@article{TVP_2001_46_3_a0,
     author = {N. V. Vakulenko and A. S. Monin},
     title = {On {Estimating} {Multimodal} {Spectra} of {Time} {Series}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {417--426},
     publisher = {mathdoc},
     volume = {46},
     number = {3},
     year = {2001},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2001_46_3_a0/}
}
TY  - JOUR
AU  - N. V. Vakulenko
AU  - A. S. Monin
TI  - On Estimating Multimodal Spectra of Time Series
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 2001
SP  - 417
EP  - 426
VL  - 46
IS  - 3
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_2001_46_3_a0/
LA  - ru
ID  - TVP_2001_46_3_a0
ER  - 
%0 Journal Article
%A N. V. Vakulenko
%A A. S. Monin
%T On Estimating Multimodal Spectra of Time Series
%J Teoriâ veroâtnostej i ee primeneniâ
%D 2001
%P 417-426
%V 46
%N 3
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_2001_46_3_a0/
%G ru
%F TVP_2001_46_3_a0
N. V. Vakulenko; A. S. Monin. On Estimating Multimodal Spectra of Time Series. Teoriâ veroâtnostej i ee primeneniâ, Tome 46 (2001) no. 3, pp. 417-426. http://geodesic.mathdoc.fr/item/TVP_2001_46_3_a0/