On the spectrum of correlation autoregressive sequences
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Publication:1275942
DOI10.1016/S0304-4149(97)00038-0zbMath0905.62091MaRDI QIDQ1275942
Abol G. Miamee, Andrzej Makagon
Publication date: 14 January 1999
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
harmonizable process; almost periodically correlated sequences; representation for correlation function
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M15: Inference from stochastic processes and spectral analysis
60G12: General second-order stochastic processes
Cites Work
- The spectral representation of stable processes: Harmonizability and regularity
- Bimeasure algebras on LCA groups
- Asymptotic normality of the spectral density estimators for almost periodically correlated stochastic processes
- Correlation theory of almost periodically correlated processes
- Characterization of cyclostationary random signal processes
- Seismic waves and correlation autoregressive processes
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