Characterization of cyclostationary random signal processes

DOI10.1109/TIT.1975.1055338MaRDI QIDQ4049993zbMATH OpenOpenAlexFDO

Authors Lewis E. Franks, William A. Gardner

Publication date 1975

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

Full work available at URL https://doi.org/10.1109/tit.1975.1055338

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal detection and filtering (aspects of stochastic processes) (60G35) Inference from stochastic processes and spectral analysis (62M15) Estimation and detection in stochastic control theory (93E10)

Cited in

(35)

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• Computation and Characterization of Autocorrelations and Partial Autocorrelations in Periodic ARMA Models
• Seasonal count time series
• Spectral factorization of linear periodic systems with application to the optimal prediction of periodic ARMA models
• Multi-goal analysis of a short-run reservoir operation
• Seismic waves and correlation autoregressive processes
• The modified Yule-Walker method for \(\alpha\)-stable time series models
• Robust Estimation For Periodic Autoregressive Time Series
• Continuous time periodically correlated processes: Spectrum and prediction
• On the spectrum of correlation autoregressive sequences
• The simple pendulum and the periodic LQG control problem
• Representation of strongly harmonizable periodically correlated processes and their covariances
• PARAMETER ESTIMATION FOR PERIODIC ARMA MODELS
• Stability of the quantized LMS algorithm
• Line spectral analysis for harmonizable processes
• Measures of Dependence for Stable AR(1) Models with Time-Varying Coefficients
• Probabilistic models and investigation of hidden periodicities
• Analysis of 2-D state-space periodically shift-variant discrete systems
• Aggregation and systematic sampling of periodic ARMA processes
• Periodic solutions of Riccati equations applied to multirate sampling
• Local identifiability of time-invariant linear systems by periodic test signals
• Bootstrapping periodically autoregressive models
• ESTIMATION OF THE PERIOD OF PERIODICALLY CORRELATED SEQUENCES
• scientific article; zbMATH DE number 3818781 (Why is no real title available?)
• Robust estimation of periodic autoregressive processes in the presence of additive outliers
• Linear filtration methods for statistical analysis of periodically correlated random processes. I: Coherent and component methods and their generalization. II: Harmonic series representation
• Stochastic analysis of the diffusion least mean square and normalized least mean square algorithms for cyclostationary white Gaussian and non-Gaussian inputs
• Correlation theory of almost periodically correlated processes
• A new method to detect periodically correlated structure
• Asymptotic Inefficiency of Mean-Correction on Parameter Estimation for a Periodic First-Order Autoregressive Model
• First-order seasonal autoregressive processes with periodically varying parameters
• ON THE SPECTRAL DENSITY MATRIX OF A PERIODIC ARMA PROCESS
• Detecting Intraday Periodicities with Application to High Frequency Exchange Rates

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