On smoothness measurement for weakly stationary processes

H. Navarro

Statistics & Probability Letters, 1999, vol. 44, issue 2, 147-154

Abstract: 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.

Keywords: Smoothness; Spectrum; Autocorrelation; Linear; filtering; Power; dominance; Partial; ordering (search for similar items in EconPapers)
Date: 1999
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