scientific article; zbMATH DE number 863588

MaRDI QIDQ4871870zbMATH OpenFDO

Authors

Publication date 19 June 1996

zbMATH Keywords

asymptotic normalitynonstationary processesspectral densitiesperiodically correlatedphi-mixingstrongly harmonizablecorrelated processes

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15)

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• Ergodic behavior and estimation for periodically correlated processes
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• Almost periodically unitary stochastic processes
• Discrete time periodically correlated Markov processes
• Asymptotic behavior of cross spectral density estimator at the zero frequency in the presence of degeneracy
• Subsampling in testing autocovariance for periodically correlated time series

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