scientific article

zbMATH Open0757.62045MaRDI QIDQ4020344FDOQ4020344

H. L. Hurd, Jacek Leśkow

Publication date: 16 January 1993

Title of this publication is not available (Why is that?)

zbMATH Keywords

asymptotic normalitystrong consistencycentral limit theoremphi-mixing processesalmost periodically correlated processalmost periodic fourth moment functionsbounded fourth momentsFourier coefficients of almost periodic mean functions

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Non-Markovian processes: estimation (62M09) Strong limit theorems (60F15)

Cited In (22)

• Subsampling for continuous-time almost periodically correlated processes
• The impact of stationarity assessment on studies of volatility and value-at-risk.
• WAVELET ESTIMATION OF THE COVARIANCE OF ALMOST PERIODICALLY CORRELATED PROCESSES AND STUDY OF ASYMPTOTIC PROPERTIES IN A CONTEXT OF WEAK DEPENDENCE
• Estimation for almost periodic processes
• On the spectrum of correlation autoregressive sequences
• Asymptotic normality of the spectral density estimators for almost periodically correlated stochastic processes
• Prediction for the processes with almost cyclostationary structure
• Block Bootstrap for the Autocovariance Coefficients of Periodically Correlated Time Series
• ASYMPTOTIC ANALYSIS ABOUT THE PERIODOGRAM OF A GENERAL CLASS OF TIME SERIES MODELS WITH SPECTRAL SUPPORTSON LINES NOT PARALLEL TO THE MAIN DIAGONAL
• Spectral analysis of the covariance of the almost periodically correlated processes
• Weak law of large numbers for almost periodically correlated processes
• On bootstrapping periodic random arrays with increasing period
• Block Bootstrap for Poisson‐Sampled Almost Periodic Processes
• First and second order analysis for periodic random arrays using block bootstrap methods
• Circular block bootstrap for coefficients of autocovariance function of almost periodically correlated time series
• Component covariance analysis for periodically correlated random processes
• Block bootstrap for periodic characteristics of periodically correlated time series
• Almost periodically unitary stochastic processes
• Testing stationarity for stock market data
• Discrete periodic sampling with jitter and almost periodically correlated processes
• Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure
• Subsampling in testing autocovariance for periodically correlated time series

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