Periodograms asymptotic distributions in periodically correlated processes and multivariate stationary processes: An alternative approach

DOI10.1016/J.JSPI.2006.01.015MaRDI QIDQ872082zbMATH OpenOpenAlexFDO

Authors M. Azimmohseni, A. R. 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

zbMATH Keywords

asymptotic distributionperiodogramperiodically correlated processesspectral density estimationmultivariate stationary processes

Mathematics Subject Classification ID

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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Cites work

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• Fitting time series models to nonstationary processes
• Multivariate spectral analysis using Cholesky decomposition

Cited in

(22)

• 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 periodically correlated wide-sense Markov processes
• On the asymptotic behavior of the periodograms of periodically correlated spatial processes: Periodicity detection
• Statistical analysis of broadend periodogram for continuous time stationary processes
• ASYMPTOTIC ANALYSIS ABOUT THE PERIODOGRAM OF A GENERAL CLASS OF TIME SERIES MODELS WITH SPECTRAL SUPPORTSON LINES NOT PARALLEL TO THE MAIN DIAGONAL
• 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
• On the spectral coherence between two periodically correlated processes
• A computational method to compare spectral densities of independent periodically correlated time series
• Inference on periodograms of infinite dimensional discrete time periodically correlated processes
• scientific article; zbMATH DE number 6919724 (Why is no real title available?)
• Periodically correlated modeling by means of the periodograms asymptotic distributions
• On the theory of periodic multivariate INAR processes
• A new method to detect periodically correlated structure
• Discrete time periodically correlated Markov processes
• Asymptotic properties of periodograms of weakly dependent functional processes
• Asymptotic properties of periodogram for almost periodically correlated time series
• On the asymptotic distribution of the periodograms for the discrete time harmonizable simple processes
• Subsampling in testing autocovariance for periodically correlated time series
• Testing the difference between spectral densities of two independent periodically correlated (cyclostationary) time series models
• scientific article; zbMATH DE number 1054392 (Why is no real title available?)

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