On smoothness measurement for weakly stationary processes

✍ Scribed by H. Navarro

• Publisher: Elsevier Science
• Year: 1999
• Tongue: English
• Weight: 119 KB
• Volume: 44
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(99)00002-4

✦ Synopsis

An ordinal scale based on the concentration of the spectral distribution at low frequencies is proposed to compare the smoothness of weakly stationary processes. Some characterizations, basic properties and applications of this partial ordering are discussed. It is proved that both smoothing operations and usual smoothness measures agree with the new order.