Periodograms asymptotic distributions in periodically correlated processes and multivariate stationary processes: An alternative approach
From MaRDI portal
Publication:872082
DOI10.1016/j.jspi.2006.01.015zbMath1107.62100OpenAlexW2070919512MaRDI QIDQ872082
M. Azimmohseni, Ahmad Reza Soltani
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
asymptotic distributionspectral density estimationperiodogramperiodically correlated processesmultivariate stationary processes
Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)
Related Items
ASYMPTOTIC ANALYSIS ABOUT THE PERIODOGRAM OF A GENERAL CLASS OF TIME SERIES MODELS WITH SPECTRAL SUPPORTSON LINES NOT PARALLEL TO THE MAIN DIAGONAL, Testing the difference between spectral densities of two independent periodically correlated (cyclostationary) time series models, On the asymptotic behavior of the periodograms of periodically correlated spatial processes: Periodicity detection, A computational method to compare spectral densities of independent periodically correlated time series, Periodically correlated modeling by means of the periodograms asymptotic distributions, A new method to detect periodically correlated structure, A new method to compare the spectral densities of two independent periodically correlated time series, Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes, Unnamed Item, On the asymptotic distribution of the periodograms for the discrete time harmonizable simple processes, Inference on periodograms of infinite dimensional discrete time periodically correlated processes
Cites Work