Periodically Correlated Processes with Discontinuous Correlation Functions

DOI10.1137/1119088MaRDI QIDQ4091203zbMATH OpenOpenAlexFDO

Authors H. L. Hurd

Publication date 1974

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1119088

Mathematics Subject Classification ID

Stochastic processes (60G99) Special processes (60K99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(11)

• Estimation of the Fourier coefficient functions and their spectral densities for -mixing almost periodically correlated processes
• Continuous time periodically correlated processes: Spectrum and prediction
• Laws of large numbers for periodically and almost periodically correlated processes
• On completeness of the spectral domain of harmonizable processes
• Correlation theory of almost periodically correlated processes
• On infinite dimensional periodically correlated random fields: spectrum and evolutionary spectra
• Spectrum of periodically correlated fields
• Representation of strongly harmonizable periodically correlated processes and their covariances
• Seismic waves and correlation autoregressive processes
• Characterization of the spectra of periodically correlated processes
• On existence results of boundary value problems of Caputo fractional difference equations for weak-form efficient market hypothesis

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