Asymptotically Stationary Processes on Amenable Groups

DOI10.1081/SAP-200029493zbMath1061.60049MaRDI QIDQ3158190

Bertram M. Schreiber

Publication date: 20 January 2005

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

unitary representation; consistent estimator; asymptotically stationary process; almost periodic spectrum; ameanable group

Mathematics Subject Classification ID

60G60: Random fields

62M40: Random fields; image analysis

62M15: Inference from stochastic processes and spectral analysis

60G12: General second-order stochastic processes

43A32: Other transforms and operators of Fourier type

43A35: Positive definite functions on groups, semigroups, etc.

43A40: Character groups and dual objects

Cites Work

• Applications of almost periodic compactifications
• Discrete spectrum of nonstationary stochastic processes on groups
• Asymptotic normality of the spectral density estimators for almost periodically correlated stochastic processes
• Sur certaines propriétés des représentations unitaires des groupes localement compacts
• Correlation theory of almost periodically correlated processes
• Consistent statistical estimate of spectral measure discrete component for a class of random processes
• A note on the structure of Moore groups
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