Spectral analysis for processes with almost periodic covariances

DOI10.1016/J.JSPI.2010.04.027zbMATH Open1233.62166OpenAlexW2073411035MaRDI QIDQ993796FDOQ993796

Authors: Murray Rosenblatt 

Publication date: 20 September 2010

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.2010.04.027

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zbMATH Keywords

spectral estimationperiodogramfrequency shiftGaussian case

Mathematics Subject Classification ID

Gaussian processes (60G15) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• Title not available (Why is that?)
• On Choosing an Estimate of the Spectral Density Function of a Stationary Time Series
• Periodically Correlated Random Sequences
• On Consistent Estimates of the Spectrum of a Stationary Time Series
• Estimation for almost periodic processes
• Spectral analysis for harmonizable processes

Cited In (9)

• Title not available (Why is that?)
• Spectral analysis for harmonizable processes
• Estimation for almost periodic processes
• Empirical spectral analysis of periodically correlated stochastic processes. An alternative approach.
• Line spectral analysis for harmonizable processes
• Spectral Analysis of Basic TES Processes
• Spectral analysis for GARCH processes through a bilinear representation
• Estimation for a class of nonstationary processes
• Spectral Relations for Multidimensional Complex Improper Stationary and (Almost) Cyclostationary Processes

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