SPECTRAL ANALYSIS FOR AMPLITUDE-MODULATED TIME SERIES
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Publication:3141191
DOI10.1111/j.1467-9892.1993.tb00154.xzbMath0787.62097MaRDI QIDQ3141191
Clélia M. C. Toloi, Pedro Alberto Morettin
Publication date: 10 December 1993
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1993.tb00154.x
asymptotic normality; spectral estimation; spectral density; finite Fourier transform; strictly stationary process; consistent estimators; amplitude-modulated time series; weights of periodograms
62F12: Asymptotic properties of parametric estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M15: Inference from stochastic processes and spectral analysis
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