High-order ergodicity of a complex harmonic process

DOI10.1109/18.335949zbMath0819.94008MaRDI QIDQ4324189

André Ferrari, G. Alengrin

Publication date: 1 March 1995

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

Full work available at URL: https://doi.org/10.1109/18.335949

zbMATH Keywords

spectral estimation; ergodicity; harmonic process; high-order moments; sinusoidal process

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

93E10: Estimation and detection in stochastic control theory

94A12: Signal theory (characterization, reconstruction, filtering, etc.)