Cycloergodic properties of discrete- parameter nonstationary stochastic processes

DOI10.1109/TIT.1983.1056613MaRDI QIDQ3658832zbMATHFDO

Authors R. A. Boyles, William A. Gardner

Publication date 1983

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

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)

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Cited in

(14)

• Asymptotic properties of \textit{QMLE} for seasonal threshold \textit{GARCH} model with periodic coefficients
• Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes
• Periodic stationarity of random coefficient periodic autoregressions
• Spectral proper orthogonal decomposition of harmonically forced turbulent flows
• QMLE of periodic integer-valued time series models
• On stationarity and \(\beta \)-mixing of periodic bilinear 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 \(\phi\)-mixing almost periodically correlated processes
• QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations.
• Asymptotic inference of unstable periodic ARCH processes
• Probabilistic properties of periodic GARCH prosses
• Spectral analysis of the covariance of the almost periodically correlated processes
• On an independent-switching periodic autoregressive conditional duration
• On periodic time-varying bilinear processes: structure and asymptotic inference

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