Spectral analysis of the covariance of the almost periodically correlated processes

DOI10.1016/0304-4149(94)90126-0MaRDI QIDQ1327554zbMATHOpenAlexFDO

Authors D. Dehay

Publication date 3 August 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)90126-0

zbMATH Keywords

spectral densityspectral measureperiodogramabsolute continuityalmost everywhere convergenceLebesgue measurerates of convergenceconsistent estimatorsconvergence in quadratic meancovariance kernelalmost periodically correlated processesAPC strongly harmonizable processesestimation of Fourier-Bohr functionsFourier series decompositionFourier transforms of complex measuressigma-finite bimeasures

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) General second-order stochastic processes (60G12) Stochastic processes (60G99)

Recommendations

• Asymptotic normality of the spectral density estimators for almost periodically correlated stochastic processes
• Discrete periodic sampling with jitter and almost periodically correlated processes
• scientific article; zbMATH DE number 94790
• Estimation for almost periodic processes
• Estimation of the Fourier coefficient functions and their spectral densities for \(\phi\)-mixing almost periodically correlated processes

Cites work

• scientific article; zbMATH DE number 3176450 (Why is no real title available?)
• scientific article; zbMATH DE number 55153 (Why is no real title available?)
• scientific article; zbMATH DE number 94790 (Why is no real title available?)
• scientific article; zbMATH DE number 3341450 (Why is no real title available?)
• An identification problem in almost and asymptotically almost periodically correlated processes
• Correlation theory of almost periodically correlated processes
• Cycloergodic properties of discrete- parameter nonstationary stochastic processes
• Estimation of the Fourier coefficient functions and their spectral densities for \(\phi\)-mixing almost periodically correlated processes
• Harmonizable processes: Structure theory
• Nonparametric time series analysis for periodically correlated processes
• On a class of asymptotically stationary harmonizable processes
• Periodically and Almost-Periodically Correlated Random Processes with a Continuous Time Parameter
• Trace measures of a positive definite bimeasure

Cited in

(20)

• Component covariance analysis for periodically correlated random processes
• scientific article; zbMATH DE number 834332 (Why is no real title available?)
• Spectral analysis for processes with almost periodic covariances
• Characterization of the spectra of periodically correlated processes
• scientific article; zbMATH DE number 790617 (Why is no real title available?)
• Weak law of large numbers for almost periodically correlated processes
• Estimation for almost periodic processes
• Nonparametric time series analysis for periodically correlated processes
• Subsampling for continuous-time almost periodically correlated processes
• Empirical spectral analysis of periodically correlated stochastic processes. An alternative approach.
• Estimation of the Fourier coefficient functions and their spectral densities for \(\phi\)-mixing almost periodically correlated processes
• A note on autocovariance estimation in the presence of discrete spectra
• Spectral density estimation for a class of spectrally correlated processes
• scientific article; zbMATH DE number 826261 (Why is no real title available?)
• Conditions for the completeness of the spectral domain of a harmonizable process
• Discrete periodic sampling with jitter and almost periodically correlated processes
• RANDOM SAMPLING ESTIMATION FOR ALMOST PERIODICALLY CORRELATED PROCESSES
• scientific article; zbMATH DE number 94790 (Why is no real title available?)
• Correlation theory of almost periodically correlated processes
• WAVELET ESTIMATION OF THE COVARIANCE OF ALMOST PERIODICALLY CORRELATED PROCESSES AND STUDY OF ASYMPTOTIC PROPERTIES IN A CONTEXT OF WEAK DEPENDENCE

This page was built for publication: Spectral analysis of the covariance of the almost periodically correlated processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1327554)