Asymptotic normality of the spectral density estimators for almost periodically correlated stochastic processes
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Publication:1338755
DOI10.1016/0304-4149(94)90033-7zbMath0805.62086OpenAlexW1969274002MaRDI QIDQ1338755
Publication date: 6 February 1995
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)90033-7
asymptotic normalityalmost periodic functionscovariance functionspectral densitiesphi-mixingstrongly harmonizablealmost periodically correlatedapproximate periodicity
Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and spectral analysis (62M15)
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Cites Work
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