Inference on periodograms of infinite dimensional discrete time periodically correlated processes

DOI10.1016/J.JMVA.2009.01.004zbMATH Open1178.62106OpenAlexW1966030697MaRDI QIDQ1049541FDOQ1049541

Authors: A. R. Soltani, Z. Shishebor, Atefeh Zamani 

Publication date: 12 January 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2009.01.004

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zbMATH Keywords

finite Fourier transformsHilbert space-valued second-order processes

Mathematics Subject Classification ID

Applications of functional analysis in probability theory and statistics (46N30) Inference from stochastic processes and spectral analysis (62M15) General second-order stochastic processes (60G12) Random measures (60G57)

Cites Work

• Linear processes in function spaces. Theory and applications
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• A spectral representation for weakly periodic sequences of bounded linear transformations
• On infinite dimensional discrete time periodically correlated processes
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• Periodograms asymptotic distributions in periodically correlated processes and multivariate stationary processes: An alternative approach
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• Representation of strongly harmonizable periodically correlated processes and their covariances
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Cited In (15)

• On infinite dimensional periodically correlated random fields: spectrum and evolutionary spectra
• On the asymptotic behavior of the periodograms of periodically correlated spatial processes: Periodicity detection
• Inference on common intraday periodicity at high frequencies
• The discrete Fourier transform approximation for periodically correlated time series
• ASYMPTOTIC ANALYSIS ABOUT THE PERIODOGRAM OF A GENERAL CLASS OF TIME SERIES MODELS WITH SPECTRAL SUPPORTSON LINES NOT PARALLEL TO THE MAIN DIAGONAL
• Periodically correlated autoregressive Hilbertian processes
• Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes
• On the spectral coherence between two periodically correlated processes
• Periodograms asymptotic distributions in periodically correlated processes and multivariate stationary processes: An alternative approach
• Hilbertian spatial periodically correlated first order autoregressive models
• On infinite dimensional discrete time periodically correlated processes
• Periodically correlated modeling by means of the periodograms asymptotic distributions
• On the theory of periodic multivariate INAR processes
• Laws of large numbers for periodically and almost periodically correlated processes
• On the asymptotic distribution of the periodograms for the discrete time harmonizable simple processes

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