A note on autocovariance estimation in the presence of discrete spectra (Q1897084): Difference between revisions
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Revision as of 16:29, 22 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | A note on autocovariance estimation in the presence of discrete spectra |
scientific article |
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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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