scientific article; zbMATH DE number 814584
zbMATH Open0831.62068MaRDI QIDQ4855263FDOQ4855263
Authors: D. Dehay 
Publication date: 13 February 1996
Title of this publication is not available (Why is that?)
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consistencyspectral densityvarianceasymptotic behaviormixing conditionsstrongly harmonizable processescovariance kernelstochastic spectral measurealmost periodically correlated processesFourier series decompositionFourier transformations of complex measureszero mean second order stochastic processes
Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15)
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- Subsampling for continuous-time almost periodically correlated processes
- Cycloergodic properties of discrete- parameter nonstationary stochastic processes
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- Asymptotically Stationary Processes on Amenable Groups
- Estimation for a class of nonstationary processes
- Estimation of Second-Order Cross-Moments of Generalized Almost-Cyclostationary Processes
- A functional interpretation of cycloid processes: Application to the study of asymptotic behaviour
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