A note on autocovariance estimation in the presence of discrete spectra
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Publication:1897084
DOI10.1016/0167-7152(94)00141-TzbMath0830.62084MaRDI QIDQ1897084
Christian Houdré, Benjamin Kedem-Kimelfeld
Publication date: 25 January 1996
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
phase; strong law of large numbers; time series; almost sure convergence; strong consistency; necessary and sufficient condition; amplitude; sample autocovariance; zero-crossing rate; discrete spectrum weakly stationary process; mixed spectrum weakly stationary process
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M15: Inference from stochastic processes and spectral analysis
60F15: Strong limit theorems
Cites Work
- On the spectral SLLN and pointwise ergodic theorem in \(L^{\alpha}\)
- On autocorrelation estimation in mixed-spectrum Gaussian processes
- Criteria for the Strong Law of Large Numbers for Some Classes of Second-Order Stationary Processes and Homogeneous Random Fields
- Strong consistency of the contraction mapping method for frequency estimation
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