Simple Random Measures and Simple Processes

DOI10.1137/S0040585X9798186XMaRDI QIDQ3429694zbMATH OpenFDO

Authors Afshin Parvardeh, A. R. Soltani

Publication date 2 April 2007

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0040585X9798186X

zbMATH Keywords

simulationCholesky decompositionspectral domaintime domainspectral kernel

Mathematics Subject Classification ID

Random measures (60G57)

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• 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 and subsampling in spectral analysis for spectrally correlated processes
• On covariance generating functions and spectral densities of periodically correlated autoregressive processes
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• Certain periodically correlated multicomponent locally stationary processes
• A new method to detect periodically correlated structure
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