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

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q5545069 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5822308 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Criteria for the Strong Law of Large Numbers for Some Classes of Second-Order Stationary Processes and Homogeneous Random Fields / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5612941 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the spectral SLLN and pointwise ergodic theorem in \(L^{\alpha}\) / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3943747 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On autocorrelation estimation in mixed-spectrum Gaussian processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4778193 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strong consistency of the contraction mapping method for frequency estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3323077 / rank
 
Normal rank

Latest revision as of 17:15, 23 May 2024

scientific article
Language Label Description Also known as
English
A note on autocovariance estimation in the presence of discrete spectra
scientific article

    Statements

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