Periodograms asymptotic distributions in periodically correlated processes and multivariate stationary processes: An alternative approach
DOI10.1016/J.JSPI.2006.01.015zbMATH Open1107.62100OpenAlexW2070919512MaRDI QIDQ872082FDOQ872082
Publication date: 27 March 2007
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2006.01.015
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asymptotic distributionperiodogramperiodically correlated processesspectral density estimationmultivariate stationary processes
Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and spectral analysis (62M15) Stationary stochastic processes (60G10)
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Cited In (19)
- A new method to compare the spectral densities of two independent periodically correlated time series
- On the properties of the periodogram of a stationary long-memory process over different epochs with applications
- On the asymptotic behavior of the periodograms of periodically correlated spatial processes: Periodicity detection
- ASYMPTOTIC ANALYSIS ABOUT THE PERIODOGRAM OF A GENERAL CLASS OF TIME SERIES MODELS WITH SPECTRAL SUPPORTSON LINES NOT PARALLEL TO THE MAIN DIAGONAL
- Statistical analysis of broadend periodogram for continuous time stationary processes
- Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes
- Periodically correlated and multivariate symmetric stable processes related to periodic and cyclic flows
- A computational method to compare spectral densities of independent periodically correlated time series
- Inference on periodograms of infinite dimensional discrete time periodically correlated processes
- Title not available (Why is that?)
- On the theory of periodic multivariate INAR processes
- Periodically correlated modeling by means of the periodograms asymptotic distributions
- Discrete time periodically correlated Markov processes
- A new method to detect periodically correlated structure
- Asymptotic properties of periodogram for almost periodically correlated time series
- On the asymptotic distribution of the periodograms for the discrete time harmonizable simple processes
- Testing the difference between spectral densities of two independent periodically correlated (cyclostationary) time series models
- Subsampling in testing autocovariance for periodically correlated time series
- Title not available (Why is that?)
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