Spectral Estimate for Stable Signals with P-Adic Time and Optimal Selection of Smoothing Parameter
Résumé
The spectral density of stable signals with p-adic times is already estimated under various conditions. The estimate is made by constructing a periodogram that is subsequently smoothed by a spectral window. It is clear that the convergence rate of this estimator depends on the bandwidth of the spectral window (called the smoothing parameter). This work gives a method to select the smoothing parameter in an optimal way, i.e. the estimator converges to the spectral density with the bestrate.
The method is inspired by the cross-validation method, which consists in minimizing the estimate of the integrated square error.
Domaines
Physique [physics]Origine | Publication financée par une institution |
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Licence |