Estimation for a class of nonstationary processes

DOI10.1016/J.SPL.2011.06.009MaRDI QIDQ643230zbMATH OpenOpenAlexFDO

Authors Keh-Shin Lii, Murray Rosenblatt

Publication date 28 October 2011

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2011.06.009

zbMATH Keywords

almost periodicitytrigonometric regression

Mathematics Subject Classification ID

Point estimation (62F10) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

• scientific article; zbMATH DE number 3502569 (Why is no real title available?)
• Central limit theorem for Fourier transforms of stationary processes
• Estimation for almost periodic processes
• Limit theorems for Fourier transforms of functionals of Gaussian sequences
• Non-central limit theorems for non-linear functional of Gaussian fields
• Some comments on narrow band-pass filters
• Weak convergence to fractional brownian motion and to the rosenblatt process

Cited in

(18)

• Spectral analysis for harmonizable processes
• Estimation non paramétrique pour des processus dynamiques dilatants
• Estimation for almost periodic processes
• On some classes of nonstationary parametric processes
• Nonparametric statistics for stochastic processes. Estimation and prediction.
• scientific article; zbMATH DE number 193709 (Why is no real title available?)
• Spectral analysis for processes with almost periodic covariances
• ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES
• scientific article; zbMATH DE number 55153 (Why is no real title available?)
• scientific article; zbMATH DE number 5556433 (Why is no real title available?)
• scientific article; zbMATH DE number 2195318 (Why is no real title available?)
• scientific article; zbMATH DE number 786549 (Why is no real title available?)
• Estimation of limiting availability for a stationary bivariate process
• scientific article; zbMATH DE number 1409890 (Why is no real title available?)
• Boundary value processes: Estimation and identification
• An approach to the nonstationary process analysis
• Recursive Estimation for Some Nonstationary Processes
• On nonparametric estimation for cross-sectional sampled data under stationarity

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