Estimating the spectral densities of a Gaussian periodically correlated process

MaRDI QIDQ1114259zbMATH OpenFDO

Authors V. G. Alekseev

Publication date 1988

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

zbMATH Keywords

spectral densitiesGaussian periodically correlated stochastic process

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 972661
• Poisson sampling for spectral estimation in periodically correlated processes
• scientific article; zbMATH DE number 32964
• Nonparametric Estimation of Smooth Spectral Densities of Gaussian Stationary Sequences
• Nonparametric time series analysis for periodically correlated processes

Cited in

(18)

• ASYMPTOTIC ANALYSIS ABOUT THE PERIODOGRAM OF A GENERAL CLASS OF TIME SERIES MODELS WITH SPECTRAL SUPPORTSON LINES NOT PARALLEL TO THE MAIN DIAGONAL
• scientific article; zbMATH DE number 5769849 (Why is no real title available?)
• Kernels and Multiple Windows for Estimation of the Wigner-Ville Spectrum of Gaussian Locally Stationary Processes
• Noise-to-signal ratio of single-trajectory spectral densities in centered Gaussian 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
• scientific article; zbMATH DE number 3999074 (Why is no real title available?)
• Nonparametric time series analysis for periodically correlated processes
• scientific article; zbMATH DE number 3896148 (Why is no real title available?)
• A non-parametric estimator of the spectral density of a continuous-time Gaussian process observed at random times
• On the properties of an empirical correlogram of a Gaussian process with square integrable spectral density
• Spectral analysis for harmonizable processes
• Empirical spectral and bispectral analyses of periodically nonstationary stochastic processes
• Poisson sampling for spectral estimation in periodically correlated processes
• scientific article; zbMATH DE number 3898068 (Why is no real title available?)
• scientific article; zbMATH DE number 6919724 (Why is no real title available?)
• scientific article; zbMATH DE number 32964 (Why is no real title available?)

This page was built for publication: Estimating the spectral densities of a Gaussian periodically correlated process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1114259)