Subsampling for continuous-time almost periodically correlated processes

DOI10.1016/J.JSPI.2014.02.012MaRDI QIDQ2453617zbMATH OpenOpenAlexFDO

Authors Anna E. Dudek, Jacek Leśkow, D. Dehay

Publication date 10 June 2014

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2014.02.012

zbMATH Keywords

almost periodic processescontinuous time processesharmonizable processesstrong mixing

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: estimation (62M09)

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Cites work

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• Large sample confidence regions based on subsamples under minimal assumptions
• Mixing: Properties and examples
• Periodically and Almost-Periodically Correlated Random Processes with a Continuous Time Parameter
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• Spectral analysis for harmonizable processes
• Spectral analysis of the covariance of the almost periodically correlated processes
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Cited in

(11)

• K-sample subsampling in general spaces: the case of independent time series
• Subsampling for nonstationary time series with non-zero mean function
• Generalized subsampling procedure for non-stationary time series
• Circular block bootstrap for coefficients of autocovariance function of almost periodically correlated time series
• Block Bootstrap for the Autocovariance Coefficients of Periodically Correlated Time Series
• Block bootstrap for Poisson-sampled almost periodic processes
• Some results on the subsampling for \(\varphi\)-mixing periodically strictly stationary time series
• Spectral Density Estimation for Nonstationary Data With Nonzero Mean Function
• Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series
• Mean square consistency and improved rate of convergence of generalized subsampling estimator for non-stationary time series
• Asymptotic distribution and subsampling in spectral analysis for spectrally correlated processes

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