Correlation theory of almost periodically correlated processes
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Publication:2640994
Recommendations
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Cites work
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- On stationarity conditions for a certain periodic random process
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- Representation of strongly harmonizable periodically correlated processes and their covariances
- Stationarizable random processes
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Cited in
(46)- Trace measures of a positive definite bimeasure
- Estimation of the Fourier coefficient functions and their spectral densities for -mixing almost periodically correlated processes
- Almost periodically unitary stochastic processes
- On the spectrum of correlation autoregressive sequences
- Spectral analysis of the covariance of the almost periodically correlated processes
- Asymptotic normality of the spectral density estimators for almost periodically correlated stochastic processes
- Laws of large numbers for periodically and almost periodically correlated processes
- Least squares method for statistical analysis of polyrhythmics
- Generalized subsampling procedure for non-stationary time series
- Convolved subsampling estimation with applications to block bootstrap
- Conditions for the completeness of the spectral domain of a harmonizable process
- Circular block bootstrap for coefficients of autocovariance function of almost periodically correlated time series
- Subsampling for continuous-time almost periodically correlated processes
- Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure
- Discrete periodic sampling with jitter and almost periodically correlated processes
- On a stationary process induced by an almost periodically correlated process
- Block Bootstrap for the Autocovariance Coefficients of Periodically Correlated Time Series
- Generalized resampling scheme with application to spectral density matrix in almost periodically correlated class of time series
- Generalized seasonal tapered block bootstrap
- First and second order analysis for periodic random arrays using block bootstrap methods
- Asymptotically Stationary Processes on Amenable Groups
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- On the support of the spectral measure of a harmonizable sequence
- Subsampling in testing autocovariance for periodically correlated time series
- Correlation functions for a periodic box–ball system
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- Stepanov Almost Periodically Correlated and Almost Periodically Unitary Processes
- Fourier analysis of periodic weakly stationary processes: a note on Slutsky's observation
- RANDOM SAMPLING ESTIMATION FOR ALMOST PERIODICALLY CORRELATED PROCESSES
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- Weak law of large numbers for almost periodically correlated processes
- Prediction for the processes with almost cyclostationary structure
- Asymptotic property of spectral density estimators of a continuous time process almost periodically correlated low dependent by Poisson
- Block bootstrap for Poisson-sampled almost periodic processes
- Autocorrelation functions
- Representation of strongly harmonizable periodically correlated processes and their covariances
- ASYMPTOTIC ANALYSIS ABOUT THE PERIODOGRAM OF A GENERAL CLASS OF TIME SERIES MODELS WITH SPECTRAL SUPPORTSON LINES NOT PARALLEL TO THE MAIN DIAGONAL
- Spectral Density Estimation for Nonstationary Data With Nonzero Mean Function
- WAVELET ESTIMATION OF THE COVARIANCE OF ALMOST PERIODICALLY CORRELATED PROCESSES AND STUDY OF ASYMPTOTIC PROPERTIES IN A CONTEXT OF WEAK DEPENDENCE
- Testing for seasonal means in time series data
- Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series
- Multiplier subsample bootstrap for statistics of time series
- The dual frequency spectral density function of locally periodic stationary processes with an application to testing for correlation between different frequency bands of a time series
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