Bibliography on cyclostationarity

DOI10.1016/j.sigpro.2005.05.002zbMath1160.94300OpenAlexW2128340703MaRDI QIDQ1017215

Georgios B. Giannakis, Erchin Serpedin, Ilkay Sarı, Flaviu Panduru

Publication date: 18 May 2009

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sigpro.2005.05.002

zbMATH Keywords

periodically correlated processescyclostationaritycyclostationaryhigher-order cyclostationaritycyclic correlationcyclic momentsspectral correlation

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) General reference works (handbooks, dictionaries, bibliographies, etc.) pertaining to information and communication theory (94-00)

Related Items (21)

PAR(1) model analysis: a web-based shiny application for analysing periodic autoregressive models ⋮ Periodically correlated modeling by means of the periodograms asymptotic distributions ⋮ Hilbertian spatial periodically correlated first order autoregressive models ⋮ On the estimation problem of periodic autoregressive time series: symmetric and asymmetric innovations ⋮ Simulation of Real-Valued Discrete-Time Periodically Correlated Gaussian Processes with Prescribed Spectral Density Matrices ⋮ Spectrum inference for replicated spatial locally time-harmonizable time series ⋮ A periodic Levinson-Durbin algorithm for entropy maximization ⋮ Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series ⋮ Generalized subsampling procedure for non-stationary time series ⋮ Periodically correlated autoregressive Hilbertian processes ⋮ Inference on the asymptotic behavior of covariance operator of first-order periodically correlated autoregressive Hilbertian processes ⋮ Block Bootstrap for the Autocovariance Coefficients of Periodically Correlated Time Series ⋮ Generalized Resampling Scheme With Application to Spectral Density Matrix in Almost Periodically Correlated Class of Time Series ⋮ Minimax-robust filtering of functionals from periodically correlated random fields ⋮ Forward Moving Average Representations for MA Processes of Finite Order: Multivariate Stationary and Periodically Correlated ⋮ Periodic autoregressive models with closed skew-normal innovations ⋮ Empirical determination of the frequencies of an almost periodic time series ⋮ Block Bootstrap for Poisson‐Sampled Almost Periodic Processes ⋮ Spectrum of periodically correlated fields ⋮ Parameter maximum likelihood estimation problem for time periodic modulated drift Ornstein Uhlenbeck processes ⋮ Estimation problems for periodically correlated isotropic random fields

This page was built for publication: Bibliography on cyclostationarity