Pages that link to "Item:Q3821445"
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The following pages link to A LIMITING PROPERTY OF SAMPLE AUTOCOVARIANCES OF PERIODICALLY CORRELATED PROCESSES WITH APPLICATION TO PERIOD DETERMINATION (Q3821445):
Displaying 6 items.
- Asymptotic normality of the spectral density estimators for almost periodically correlated stochastic processes (Q1338755) (← links)
- A note on autocovariance estimation in the presence of discrete spectra (Q1897084) (← links)
- Estimation for almost periodic processes (Q2500448) (← links)
- Rates of convergence of autocorrelation estimates for periodically correlated autoregressive Hilbertian processes (Q4632273) (← links)
- Convergence Rate of Empirical Autocovariance Operators in H-Valued Periodically Correlated Processes (Q5152282) (← links)
- Extension of Autocovariance Coefficients Sequence for Periodically Correlated Processes (Q5467611) (← links)
