Academic Journal
Bootstrap for almost cyclostationary processes with jitter effect
| العنوان: | Bootstrap for almost cyclostationary processes with jitter effect |
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| المؤلفون: | Dehay, Dominique, Dudek, Anna, El Badaoui, Mohamed |
| المساهمون: | Institut de Recherche Mathématique de Rennes (IRMAR), Université de Rennes (UR)-Institut National des Sciences Appliquées - Rennes (INSA Rennes), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-École normale supérieure - Rennes (ENS Rennes)-Université de Rennes 2 (UR2)-Centre National de la Recherche Scientifique (CNRS)-INSTITUT AGRO Agrocampus Ouest, Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro), AGH University of Science and Technology Krakow, PL (AGH UST), SAFRAN Technofan, Laboratoire d'Analyse des Signaux et des Processus Industriels (LASPI), Université Jean Monnet - Saint-Étienne (UJM), 655394, Horizon 2020, ANR-11-LABX-0020,LEBESGUE,Centre de Mathématiques Henri Lebesgue : fondements, interactions, applications et Formation(2011), European Project |
| المصدر: | ISSN: 1051-2004. |
| بيانات النشر: | HAL CCSD Elsevier |
| سنة النشر: | 2018 |
| المجموعة: | Université Jean Monnet – Saint-Etienne: HAL |
| مصطلحات موضوعية: | almost cyclostationarity, jitter, bootstrap, significance frequency detection, [STAT]Statistics [stat] |
| الوصف: | International audience ; In this paper we consider almost cyclostationary processes with jitter effect. We propose a boot-strap approach based on the Moving Block Bootstrap method to construct pointwise and simultaneous confidence intervals for the Fourier coefficients of the autocovariance function of such processes. In the simulation study we show how our results can be used for second-order frequency detection. We compare behavior of our approach for jitter effects caused by perturbations from two distributions, namely uniform and truncated normal. Finally, we present a real data application of our methodology. |
| نوع الوثيقة: | article in journal/newspaper |
| اللغة: | English |
| Relation: | hal-01430394; https://hal.science/hal-01430394; https://hal.science/hal-01430394v3/document; https://hal.science/hal-01430394v3/file/112017fixedh_correctedHal.pdf |
| DOI: | 10.1016/j.dsp.2017.11.002 |
| الاتاحة: | https://hal.science/hal-01430394 https://hal.science/hal-01430394v3/document https://hal.science/hal-01430394v3/file/112017fixedh_correctedHal.pdf https://doi.org/10.1016/j.dsp.2017.11.002 |
| Rights: | info:eu-repo/semantics/OpenAccess |
| رقم الانضمام: | edsbas.49FF08F5 |
| قاعدة البيانات: | BASE |
| DOI: | 10.1016/j.dsp.2017.11.002 |
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