Component covariance analysis for periodically correlated random processes

DOI10.1016/J.SIGPRO.2009.07.031MaRDI QIDQ1957222zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 24 September 2010

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.sigpro.2009.07.031

zbMATH Keywords

consistencybiascovariance functionmean functionperiodically correlated random processescomponent estimates

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cites work

• scientific article; zbMATH DE number 94790 (Why is no real title available?)
• scientific article; zbMATH DE number 733051 (Why is no real title available?)
• scientific article; zbMATH DE number 3336457 (Why is no real title available?)
• Coherent covariance analysis of periodically correlated random processes
• Cyclostationarity: half a century of research
• Nonparametric time series analysis for periodically correlated processes
• Periodically Correlated Random Sequences
• Spectral analysis of the covariance of the almost periodically correlated processes
• Time series with periodic structure

Cited in

(6)

• Unified Analysis of Periodization-Based Sampling Methods for Matérn Covariances
• Extension of Autocovariance Coefficients Sequence for Periodically Correlated Processes
• scientific article; zbMATH DE number 4016734 (Why is no real title available?)
• Coherent covariance analysis of periodically correlated random processes
• Linear filtration methods for statistical analysis of periodically correlated random processes. I: Coherent and component methods and their generalization. II: Harmonic series representation
• Modeling temporally uncorrelated components of complex-valued stationary processes

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