Line spectral analysis for harmonizable processes
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Publication:3838478
DOI10.1073/pnas.95.9.4800zbMath0899.62118WikidataQ36056736 ScholiaQ36056736MaRDI QIDQ3838478
Keh-Shin Lii, Murray Rosenblatt
Publication date: 13 August 1998
Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1073/pnas.95.9.4800
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
62M15: Inference from stochastic processes and spectral analysis
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Cites Work
- Ergodic behavior and estimation for periodically correlated processes
- Asymptotic normality of the spectral density estimators for almost periodically correlated stochastic processes
- Nonparametric time series analysis for periodically correlated processes
- Characterization of cyclostationary random signal processes
- Nonparametric polyspectral estimators for kth-order (almost) cyclostationary processes