Estimation of the Fourier coefficient functions and their spectral densities for \(\phi\)-mixing almost periodically correlated processes

DOI10.1016/0167-7152(92)90061-9zbMath0752.62067OpenAlexW2083392009MaRDI QIDQ1199003

Harry L. Hurd, Jacek Leśkow

Publication date: 16 January 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90061-9

zbMATH Keywords

spectral estimationFourier seriescorrelation functionspectral densitykernel estimatornatural estimatoralmost periodically correlated processconsistent in quadratic mean

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

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Cites Work

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