Nonparametric time series analysis for periodically correlated processes

DOI10.1109/18.32129zbMath0672.62096OpenAlexW1986385962MaRDI QIDQ3825977

Harry L. Hurd

Publication date: 1989

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.32129

zbMATH Keywords

Gaussian processesFourier seriesconsistent estimatorharmonizable processesFourier integralnonparametric spectral analysiscontinuous-time periodically correlated processesstationary covariancestwo-dimensional periodogram

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15)

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