Continuous time periodically correlated processes: Spectrum and prediction

DOI10.1016/0304-4149(94)90138-4zbMath0791.60031OpenAlexW2068687436MaRDI QIDQ1316602

Habib Salehi, Andrzej Makagon, Abol G. Miamee

Publication date: 14 March 1994

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(94)90138-4

zbMATH Keywords

Hilbert spacestationary processesregularity propertiesWold decompositionrandom spectrumstrongly harmonizable periodically correlated process

Mathematics Subject Classification ID

Special methods of summability (40G99) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (5)

Periodically correlated multivariate second order random distribution fields and stationary cross correlatedness ⋮ Ergodic behavior and estimation for periodically correlated processes ⋮ Characterization of the spectra of periodically correlated processes ⋮ A Wavelet Characterization of Continuous-Time Periodically Correlated Processes with Application to Simulation ⋮ Spectrum of periodically correlated fields

Cites Work

• Representation of strongly harmonizable periodically correlated processes and their covariances
• Bimeasure algebras on LCA groups
• On periodic and multiple autoregressions
• Correlation theory of stationary and related random functions. Volume II: Supplementary notes and references
• Laws of large numbers for periodically and almost periodically correlated processes
• Periodically Correlated Processes and Their Stationary Dilations
• Characterization of cyclostationary random signal processes
• Periodically Correlated Processes with Discontinuous Correlation Functions
• Stationarizing Properties of Random Shifts
• Periodically and Almost-Periodically Correlated Random Processes with a Continuous Time Parameter
• The distribution of the sequential decoding computation time
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