Hostname: page-component-848d4c4894-2pzkn Total loading time: 0 Render date: 2024-06-08T15:32:58.665Z Has data issue: false hasContentIssue false

Asymptotic distribution of a discrete transform of an arbitrarily sampled homogeneous random field

Published online by Cambridge University Press:  01 July 2016

David A. Swick*
Affiliation:
U. S. Naval Research Laboratory

Abstract

Multidimensional sampling of real data, e.g., in space and time, often requires observations at non-uniformly spaced intervals. A discrete transform of a multidimensional stationary stochastic process transforms a multivariate problem into an asymptotically univariate one if the spacing is uniform in at least one dimension. For both uniform and non-uniform sampling and a model of ‘signal’ imbedded in a ‘noise’ process, asymptotic normality and independence justifies statistical testing in each cell of the transformed domain of the hypothesis ‘noise alone’ versus the alternate ‘signal plus noise’.

Type
Research Article
Copyright
Copyright © Applied Probability Trust 1975 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Anderson, T. W. (1971) The Statistical Analysis of Time Series. John Wiley and Sons, Inc., New York.Google Scholar
Chernoff, H. (1956) Large-sample theory: parametric case. Ann. Math. Statist. 27, 122.CrossRefGoogle Scholar
Hannan, E. J. (1970) Multiple Time Series. John Wiley and Sons, Inc., New York.CrossRefGoogle Scholar
Olshen, R. A. (1967) Asymptotic properties of the periodogram of a discrete stationary process. J. Appl. Prob. 4, 508528.CrossRefGoogle Scholar
Pagano, M. (1970) Some asymptotic properties of a two-dimensional periodogram, Technical Report No. 146, Department of Statistics, The Johns Hopkins University.Google Scholar
Rosenblatt, M. (1962) Random Processes. Oxford University Press, New York.Google Scholar
Shumway, R. H. (1970) Applied regression and analysis of variance for stationary time series. J. Amer. Statist. Assoc. 65, 15271546.CrossRefGoogle Scholar
Shumway, R. H. (1971) On detecting a signal in N stationarily correlated noise series. Technometrics 13, 499519.CrossRefGoogle Scholar
Walker, A. M. (1965) Some asymptotic results for the periodogram of a stationary time series. J. Austral. Math. Soc. 5, 107128, 512.CrossRefGoogle Scholar