Spectral analysis for harmonizable processes

DOI10.1214/aos/1015362193zbMath1012.62099OpenAlexW2067523983MaRDI QIDQ1848938

Murray Rosenblatt, Keh-Shin Lii

Publication date: 14 November 2002

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1015362193

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Density estimation (62G07) Inference from stochastic processes and spectral analysis (62M15) Generalized stochastic processes (60G20)

Related Items (12)

ASYMPTOTIC ANALYSIS ABOUT THE PERIODOGRAM OF A GENERAL CLASS OF TIME SERIES MODELS WITH SPECTRAL SUPPORTSON LINES NOT PARALLEL TO THE MAIN DIAGONAL ⋮ Prediction for the processes with almost cyclostationary structure ⋮ A NONPARAMETRIC ESTIMATOR FOR THE COVARIANCE FUNCTION OF FUNCTIONAL DATA ⋮ A Spectral Domain Test for Stationarity of Spatio‐Temporal Data ⋮ Subsampling for continuous-time almost periodically correlated processes ⋮ Locally adaptive estimation of evolutionary wavelet spectra ⋮ Sampling theorems for Doppler-stretched wide-band signals ⋮ Estimation for almost periodic processes ⋮ Spectral analysis for processes with almost periodic covariances ⋮ On the asymptotic distribution of the periodograms for the discrete time harmonizable simple processes ⋮ Time‐Dependent Dual‐Frequency Coherence in Multivariate Non‐Stationary Time Series ⋮ A test for second order stationarity of a multivariate time series

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