Cycloergodic properties of discrete- parameter nonstationary stochastic processes

DOI10.1109/TIT.1983.1056613zbMATH Open0513.60045MaRDI QIDQ3658832FDOQ3658832

Authors: R. A. Boyles, William A. Gardner 

Publication date: 1983

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

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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)

Cited In (14)

• On stationarity and \(\beta \)-mixing of periodic bilinear processes
• On an independent-switching periodic autoregressive conditional duration
• Periodic stationarity of random coefficient periodic autoregressions
• 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 \(\phi\)-mixing almost periodically correlated processes
• Probabilistic properties of periodic GARCH prosses
• On periodic time-varying bilinear processes: structure and asymptotic inference
• 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
• QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations
• Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes
• Asymptotic inference of unstable periodic ARCH processes

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