scientific article; zbMATH DE number 94790

MaRDI QIDQ4020344zbMATH OpenFDO

Authors Jacek Leśkow, H. L. Hurd

Publication date 16 January 1993

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)

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(29)

• Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure
• Component covariance analysis for periodically correlated random processes
• ASYMPTOTIC ANALYSIS ABOUT THE PERIODOGRAM OF A GENERAL CLASS OF TIME SERIES MODELS WITH SPECTRAL SUPPORTSON LINES NOT PARALLEL TO THE MAIN DIAGONAL
• Prediction for the processes with almost cyclostationary structure
• Weak law of large numbers for almost periodically correlated processes
• Block bootstrap for periodic characteristics of periodically correlated time series
• Estimation for almost periodic processes
• Almost periodically unitary stochastic processes
• Asymptotic normality of the spectral density estimators for almost periodically correlated stochastic processes
• Block Bootstrap for the Autocovariance Coefficients of Periodically Correlated Time Series
• Nonparametric time series analysis for periodically correlated processes
• Subsampling for continuous-time almost periodically correlated processes
• Estimation of the Fourier coefficient functions and their spectral densities for \(\phi\)-mixing almost periodically correlated processes
• A note on autocovariance estimation in the presence of discrete spectra
• scientific article; zbMATH DE number 826261 (Why is no real title available?)
• First and second order analysis for periodic random arrays using block bootstrap methods
• The impact of stationarity assessment on studies of volatility and value-at-risk.
• Circular block bootstrap for coefficients of autocovariance function of almost periodically correlated time series
• Testing stationarity for stock market data
• Discrete periodic sampling with jitter and almost periodically correlated processes
• Spectral analysis of the covariance of the almost periodically correlated processes
• Asymptotic properties of periodogram for almost periodically correlated time series
• Correlation theory of almost periodically correlated processes
• WAVELET ESTIMATION OF THE COVARIANCE OF ALMOST PERIODICALLY CORRELATED PROCESSES AND STUDY OF ASYMPTOTIC PROPERTIES IN A CONTEXT OF WEAK DEPENDENCE
• A LIMITING PROPERTY OF SAMPLE AUTOCOVARIANCES OF PERIODICALLY CORRELATED PROCESSES WITH APPLICATION TO PERIOD DETERMINATION
• On the spectrum of correlation autoregressive sequences
• Block bootstrap for Poisson-sampled almost periodic processes
• Subsampling in testing autocovariance for periodically correlated time series
• On bootstrapping periodic random arrays with increasing period

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