Certain Periodically Correlated Multicomponent Locally Stationary Processes

DOI10.1137/S0040585X97T987132zbMath1322.60039arXiv1001.0296OpenAlexW651058035MaRDI QIDQ5255340

Saeid Rezakhah, N. Modarresi

Publication date: 15 June 2015

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

Full work available at URL: https://arxiv.org/abs/1001.0296

zbMATH Keywords

spectral representationrandom measureexponentially convex covariancemulticomponent locally stationary processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Random measures (60G57)

Related Items (2)

Discretization of continuous time discrete scale invariant processes: estimation and spectra ⋮ On the asymptotic distribution of the periodograms for the discrete time harmonizable simple processes

Cites Work

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