On smoothness measurement for weakly sta
✍
H. Navarro
📂
Article
📅
1999
🏛
Elsevier Science
🌐
English
⚖ 119 KB
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 operati