Line spectral analysis for harmonizable processes

DOI10.1073/PNAS.95.9.4800MaRDI QIDQ3838478zbMATH OpenOpenAlexWikidataFDO

Authors 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

zbMATH Keywords

harmonizable processesperiodogram

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15)

Recommendations

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• scientific article; zbMATH DE number 1526056

Cites work

• Asymptotic normality of the spectral density estimators for almost periodically correlated stochastic processes
• Characterization of cyclostationary random signal processes
• Ergodic behavior and estimation for periodically correlated processes
• Nonparametric polyspectral estimators for kth-order (almost) cyclostationary processes
• Nonparametric time series analysis for periodically correlated processes

Cited in

(4)

• Harmonizable processes and inference: Unbiased prediction for stochastic flows
• Spectral analysis for harmonizable processes
• The spectral domain of multivariate harmonizable processes
• scientific article; zbMATH DE number 1526056 (Why is no real title available?)

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