Prediction for the processes with almost cyclostationary structure

DOI10.1080/00949655.2020.1791117MaRDI QIDQ5036909zbMATH OpenOpenAlexFDO

Authors Kim-Hung Pho, Zhenshuai Fu, Mohammad Reza Mahmoudi, Bui Anh Tuan

Publication date 23 February 2022

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2020.1791117

zbMATH Keywords

almost cyclostationaryalmost periodically correlateddiscrete Fourier transformperiodogrampredictionspectral analysis

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(3)

• Process parameter prediction via Markov models of sub-activities
• PREDICTABILITY OF MULTIPLICATIVE PROCESSES: A PRELIMINARY STUDY
• Nonparametric identification of Wiener system with a subclass of wide-sense cyclostationary excitations

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