Spectral representation of periodically correlated sequences

MaRDI QIDQ2879487zbMATHFDO

Authors Andrzej Makagon, Abolghassem Miamee

Publication date 2 September 2014

Published in Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL http://www.math.uni.wroc.pl/~pms/publicationsArticle.php?nr=33.1&nrA=10&ppB=175&ppE=188

zbMATH Keywords

stationary processesspectral representationperiodically correlated processes

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Stationary stochastic processes (60G10) General second-order stochastic processes (60G12) Positive definite functions in one variable harmonic analysis (42A82)

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Cited in

(7)

• On infinite dimensional periodically correlated random fields: spectrum and evolutionary spectra
• Periodically correlated sequences of less than full rank
• Observed Periodicity Related to the Four-Strand Burau Representation
• On Spectral Domain of Periodically Correlated Processes
• Spectral Methods for Cross Correlations of Geometric Sequences
• Discrete time periodically correlated Markov processes
• scientific article; zbMATH DE number 3844735 (Why is no real title available?)

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