A note on autocovariance estimation in the presence of discrete spectra (Q1897084): Difference between revisions

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Latest revision as of 16:15, 23 May 2024

scientific article
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A note on autocovariance estimation in the presence of discrete spectra
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    A note on autocovariance estimation in the presence of discrete spectra (English)
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    25 January 1996
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    amplitude
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    phase
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    zero-crossing rate
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    strong law of large numbers
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    time series
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    necessary and sufficient condition
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    almost sure convergence
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    strong consistency
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    sample autocovariance
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    discrete spectrum weakly stationary process
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    mixed spectrum weakly stationary process
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