Nonparametric time series analysis for periodically correlated processes
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Publication:3825977
DOI10.1109/18.32129zbMath0672.62096MaRDI QIDQ3825977
Publication date: 1989
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/18.32129
Gaussian processes; Fourier series; consistent estimator; harmonizable processes; Fourier integral; nonparametric spectral analysis; continuous-time periodically correlated processes; stationary covariances; two-dimensional periodogram
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G05: Nonparametric estimation
62M15: Inference from stochastic processes and spectral analysis
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