Estimation for a class of nonstationary processes

DOI10.1016/J.SPL.2011.06.009zbMATH Open1227.62077OpenAlexW1971295420MaRDI QIDQ643230FDOQ643230

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

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zbMATH Keywords

almost periodicitytrigonometric regression

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Weak convergence to fractional brownian motion and to the rosenblatt process
• Non-central limit theorems for non-linear functional of Gaussian fields
• Limit theorems for Fourier transforms of functionals of Gaussian sequences
• Central limit theorem for Fourier transforms of stationary processes
• Estimation for almost periodic processes
• Some comments on narrow band-pass filters

Cited In (18)

• Spectral analysis for harmonizable processes
• Estimation non paramétrique pour des processus dynamiques dilatants
• On some classes of nonstationary parametric processes
• Estimation for almost periodic processes
• Nonparametric statistics for stochastic processes. Estimation and prediction.
• Title not available (Why is that?)
• Spectral analysis for processes with almost periodic covariances
• Title not available (Why is that?)
• ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Estimation of limiting availability for a stationary bivariate process
• Title not available (Why is that?)
• An approach to the nonstationary process analysis
• Boundary value processes: Estimation and identification
• Recursive Estimation for Some Nonstationary Processes
• On nonparametric estimation for cross-sectional sampled data under stationarity

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