Statistical analysis of Fourier coefficients in a restricted harmonic dial
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Due to the physical nature of certain periodic data, the harmonic dial points (the Fourier coefficients obtained from harmonic analysis of the data) are sometimes restricted to circular regions in the dial plane. It is proposed that a circular normal distribution (CND) truncated outside a circular region be used to describe the probabilistic behavior of the random phenomena. Recurrence relations for the population moments of a CND truncated outside a circular region are derived. These recurrence relations are used to obtain consistent asymptotically (jointly) normal estimators of the unknown parameters of the distribution. A numerical example based on the harmonic dial points representing the 27-day recurrence tendency of the daily international magnetic character-figureC i is given to illustrate the theory.
KeywordsStochastic Process Probability Theory Economic Theory Harmonic Analysis Dial
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