WAVELET ESTIMATION OF THE COVARIANCE OF ALMOST PERIODICALLY CORRELATED PROCESSES AND STUDY OF ASYMPTOTIC PROPERTIES IN A CONTEXT OF WEAK DEPENDENCE

DOI10.17654/0972086323004MaRDI QIDQ6170165FDOQ6170165

Authors: Vincent Monsan 

Publication date: 15 August 2023

Published in: Far East Journal of Theoretical Statistics (Search for Journal in Brave)

Recommendations

• scientific article; zbMATH DE number 94790
• Spectral analysis of the covariance of the almost periodically correlated processes
• scientific article; zbMATH DE number 1072474
• Discrete periodic sampling with jitter and almost periodically correlated processes
• Wavelet estimator of long-range dependent processes.

zbMATH Keywords

asymptotic normalitycovariancewavelet transformwavelet basisquasi-associationalmost periodically correlated processmultiresolution estimation

Mathematics Subject Classification ID

Survival analysis and censored data (62N99)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Approximation of the delta function by wavelets
• Normal fluctuations and the FKG inequalities
• Title not available (Why is that?)
• An invariance principle for certain dependent sequences
• Correlation theory of almost periodically correlated processes
• A law of the iterated logarithm for stable processes in random scenery
• Density estimation by kernel and wavelets methods: optimality of Besov spaces
• Title not available (Why is that?)
• Title not available (Why is that?)
• Periodically and Almost-Periodically Correlated Random Processes with a Continuous Time Parameter
• Wavelet transforms versus Fourier transforms
• Discrete periodic sampling with jitter and almost periodically correlated processes
• Title not available (Why is that?)
• An example on the central limit theorem for associated sequences
• Title not available (Why is that?)

Cited In (2)

• Wavelet Coherence for Certain Nonstationary Bivariate Processes
• Asymptotic Decorrelation of Wavelet Packet Transform for Certain Long-Memory Processes

This page was built for publication: WAVELET ESTIMATION OF THE COVARIANCE OF ALMOST PERIODICALLY CORRELATED PROCESSES AND STUDY OF ASYMPTOTIC PROPERTIES IN A CONTEXT OF WEAK DEPENDENCE

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6170165)