Periodically Correlated Processes with Discontinuous Correlation Functions

DOI10.1137/1119088zbMATH Open0326.60064OpenAlexW2050125442MaRDI QIDQ4091203FDOQ4091203

Authors: H. L. Hurd 

Publication date: 1974

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1119088

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Special processes (60K99) Stochastic processes (60G99)

Cited In (10)

• On infinite dimensional periodically correlated random fields: spectrum and evolutionary spectra
• Characterization of the spectra of periodically correlated processes
• Seismic waves and correlation autoregressive processes
• Continuous time periodically correlated processes: Spectrum and prediction
• Representation of strongly harmonizable periodically correlated processes and their covariances
• Estimation of the Fourier coefficient functions and their spectral densities for \(\phi\)-mixing almost periodically correlated processes
• On completeness of the spectral domain of harmonizable processes
• Spectrum of periodically correlated fields
• Correlation theory of almost periodically correlated processes
• Laws of large numbers for periodically and almost periodically correlated processes

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