Spectral analysis of the covariance of the almost periodically correlated processes

DOI10.1016/0304-4149(94)90126-0zbMATH Open0793.62050OpenAlexW2007576755MaRDI QIDQ1327554FDOQ1327554

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

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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)

Cites Work

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• Estimation of the Fourier coefficient functions and their spectral densities for \(\phi\)-mixing almost periodically correlated processes
• Correlation theory of almost periodically correlated processes
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• Cycloergodic properties of discrete- parameter nonstationary stochastic processes
• Harmonizable processes: Structure theory
• Periodically and Almost-Periodically Correlated Random Processes with a Continuous Time Parameter
• On a class of asymptotically stationary harmonizable processes
• Trace measures of a positive definite bimeasure
• An identification problem in almost and asymptotically almost periodically correlated processes
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Cited In (19)

• Nonparametric time series analysis for periodically correlated processes
• Title not available (Why is that?)
• Subsampling for continuous-time almost periodically correlated processes
• Estimation for almost periodic processes
• Characterization of the spectra of periodically correlated processes
• A note on autocovariance estimation in the presence of discrete spectra
• Spectral analysis for processes with almost periodic covariances
• Empirical spectral analysis of periodically correlated stochastic processes. An alternative approach.
• Weak law of large numbers for almost periodically correlated processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Estimation of the Fourier coefficient functions and their spectral densities for \(\phi\)-mixing almost periodically correlated processes
• Title not available (Why is that?)
• Spectral density estimation for a class of spectrally correlated processes
• Component covariance analysis for periodically correlated random processes
• Correlation theory of almost periodically correlated processes
• Conditions for the completeness of the spectral domain of a harmonizable process
• RANDOM SAMPLING ESTIMATION FOR ALMOST PERIODICALLY CORRELATED PROCESSES
• Discrete periodic sampling with jitter and almost periodically correlated processes

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