High-order ergodicity of a complex harmonic process

DOI10.1109/18.335949MaRDI QIDQ4324189zbMATH OpenOpenAlexFDO

Authors A. 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

ergodicityharmonic processhigh-order momentssinusoidal processspectral estimation

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)

Recommendations

• Strong ergodicity conditions for the \(n\)th-order moment (cumulant) of multiple sinusoids
• Ergodicity and fourth-order spectral moments
• Random harmonic processes with new properties
• Higher-order spectral analysis of complex signals
• Symmetry Properties of Higher-Order Spectral Densities for Multidimensional Stationary and Periodically Nonstationary Stochastic Processes

Cited in

(5)

• Higher-order spectral analysis of complex signals
• Strong ergodicity conditions for the \(n\)th-order moment (cumulant) of multiple sinusoids
• Higher-order statistics for power systems: effects of the sampling frequency on ergodicity
• Ergodicity and fourth-order spectral moments
• Ergodicity Coefficients for Higher-Order Stochastic Processes

This page was built for publication: High-order ergodicity of a complex harmonic process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4324189)