Inference on periodograms of infinite dimensional discrete time periodically correlated processes

DOI10.1016/J.JMVA.2009.01.004MaRDI QIDQ1049541zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3864210 (Why is no real title available?)
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• scientific article; zbMATH DE number 3456236 (Why is no real title available?)
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• scientific article; zbMATH DE number 3381612 (Why is no real title available?)
• A spectral representation for weakly periodic sequences of bounded linear transformations
• Linear processes in function spaces. Theory and applications
• On infinite dimensional discrete time periodically correlated processes
• Periodograms asymptotic distributions in periodically correlated processes and multivariate stationary processes: An alternative approach
• Representation of strongly harmonizable periodically correlated processes and their covariances

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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