High-order ergodicity of a complex harmonic process

DOI10.1109/18.335949zbMath0819.94008OpenAlexW2018876676MaRDI QIDQ4324189

André Ferrari, G. Alengrin

Publication date: 1 March 1995

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

Full work available at URL: https://doi.org/10.1109/18.335949

zbMATH Keywords

spectral estimationergodicityharmonic processhigh-order momentssinusoidal process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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