Cycloergodic properties of discrete- parameter nonstationary stochastic processes

DOI10.1109/TIT.1983.1056613MaRDI QIDQ3658832zbMATH OpenFDO

Authors R. A. Boyles, William A. Gardner

Publication date 1983

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TIT.1983.1056613

zbMATH Keywords

ergodic propertiescycloergodic propertieswide-sense and strict-sense contexts

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stationary stochastic processes (60G10)

Recommendations

• Fraction-of-time probability for time-series that exhibit cyclostationarity
• scientific article; zbMATH DE number 1222396
• scientific article; zbMATH DE number 440444
• scientific article; zbMATH DE number 66847
• scientific article; zbMATH DE number 814584

Cited in

(17)

• On stationarity and \(\beta \)-mixing of periodic bilinear processes
• QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations.
• Periodic stationarity of random coefficient periodic autoregressions
• On an independent-switching periodic autoregressive conditional duration
• Spectral analysis of the covariance of the almost periodically correlated processes
• Asymptotic negative binomial quasi-likelihood inference for periodic integer-valued time series models
• Estimation of the Fourier coefficient functions and their spectral densities for -mixing almost periodically correlated processes
• Probabilistic properties of periodic GARCH prosses
• The Markov approximation of the periodic multivariate Poisson autoregression
• On periodic time-varying bilinear processes: structure and asymptotic inference
• Statistical properties of oscillatory processes with stochastic modulation in amplitude and time
• Generalized quasi-maximum likelihood inference for periodic conditionally heteroskedastic models
• QMLE of periodic integer-valued time series models
• Asymptotic properties of \textit{QMLE} for seasonal threshold \textit{GARCH} model with periodic coefficients
• Spectral proper orthogonal decomposition of harmonically forced turbulent flows
• Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes
• Asymptotic inference of unstable periodic ARCH processes

This page was built for publication: Cycloergodic properties of discrete- parameter nonstationary stochastic processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3658832)