Estimating the spectral densities of a Gaussian periodically correlated process

zbMATH Open0663.62047MaRDI QIDQ1114259FDOQ1114259

Authors: V. G. Alekseev 

Publication date: 1988

Published in: Problems of Information Transmission (Search for Journal in Brave)

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zbMATH Keywords

spectral densitiesGaussian periodically correlated stochastic process

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15)

Cited In (18)

• Nonparametric time series analysis for periodically correlated processes
• Spectral analysis for harmonizable processes
• Estimation for almost periodic processes
• Spectral Estimation of Covolatility from Noisy Observations Using Local Weights
• Asymptotic normality of the spectral density estimators for almost periodically correlated stochastic processes
• Noise-to-signal ratio of single-trajectory spectral densities in centered Gaussian processes
• ASYMPTOTIC ANALYSIS ABOUT THE PERIODOGRAM OF A GENERAL CLASS OF TIME SERIES MODELS WITH SPECTRAL SUPPORTSON LINES NOT PARALLEL TO THE MAIN DIAGONAL
• Empirical spectral and bispectral analyses of periodically nonstationary stochastic processes
• Poisson sampling for spectral estimation in periodically correlated processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the properties of an empirical correlogram of a Gaussian process with square integrable spectral density
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• A non-parametric estimator of the spectral density of a continuous-time Gaussian process observed at random times
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• Kernels and Multiple Windows for Estimation of the Wigner-Ville Spectrum of Gaussian Locally Stationary Processes

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