Search results for "Periodogram"
showing 5 items of 5 documents
Autocorrelation Metrics to Estimate Soil Moisture Persistence From Satellite Time Series: Application to Semiarid Regions
2021
Satellite-derived soil moisture (SM) products have become an important information source for the study of land surface processes in hydrology and land monitoring. Characterizing and estimating soil memory and persistence from satellite observations is of paramount relevance, and has deep implications in ecology, water management, and climate modeling. In this work, we address the problem of SM persistence estimation from microwave sensors using several autocorrelation metrics that, unlike traditional approaches, build on accurate estimates of the autocorrelation function from nonuniformly sampled time series. We show how the choice of the autocorrelation estimator can have a dramatic impac…
Spectral Density Estimate for Stable Processes Observed with an Additive Error
2018
International audience; In this paper, a symmetric alpha stable process where its spectral representation has an additive error is considered. The error is supposed to be constant. A periodogram as estimator of the spectral density and its rate of convergence are given. In order to give an asymptotically unbiased and consistent estimate of the spectral density, this periodogram is smoothed by an adapted spectral window. The rate of convergence is given.
Self-normalized and randomly centered spectral estimates
1996
We review some limit theory for the periodogram and for integrated versions of it and explain the use of random normalizing and centering techniques.
Evolutionary Spectrum for Random Field and Missing Observations
2012
There are innumerable situations where the data observed from a non-stationary random field are collected with missing values. In this work a consistent estimate of the evolutionary spectral density is given where some observations are randomly missing.
Spectral density estimation for stationary stable random fields
1995
International audience