Pages that link to "Item:Q1338755"
From MaRDI portal
The following pages link to Asymptotic normality of the spectral density estimators for almost periodically correlated stochastic processes (Q1338755):
Displaying 11 items.
- Almost periodically unitary stochastic processes (Q1201761) (← links)
- On the spectrum of correlation autoregressive sequences (Q1275942) (← links)
- Spectral analysis of the covariance of the almost periodically correlated processes (Q1327554) (← links)
- Testing stationarity for stock market data (Q1351737) (← links)
- The impact of stationarity assessment on studies of volatility and value-at-risk. (Q1600541) (← links)
- Asymptotically Stationary Processes on Amenable Groups (Q3158190) (← links)
- Line spectral analysis for harmonizable processes (Q3838478) (← links)
- RANDOM SAMPLING ESTIMATION FOR ALMOST PERIODICALLY CORRELATED PROCESSES (Q4715808) (← links)
- Prediction for the processes with almost cyclostationary structure (Q5036909) (← links)
- Asymptotic behavior of cross spectral density estimator at the zero frequency in the presence of degeneracy (Q5079276) (← links)
- ASYMPTOTIC ANALYSIS ABOUT THE PERIODOGRAM OF A GENERAL CLASS OF TIME SERIES MODELS WITH SPECTRAL SUPPORTSON LINES NOT PARALLEL TO THE MAIN DIAGONAL (Q5880768) (← links)
