Pages that link to "Item:Q2640994"

The following pages link to Correlation theory of almost periodically correlated processes (Q2640994):

Displaying 36 items.

• Generalized seasonal tapered block bootstrap (Q286451) (← links)
• First and second order analysis for periodic random arrays using block bootstrap methods (Q315400) (← links)
• Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series (Q637103) (← links)
• Trace measures of a positive definite bimeasure (Q1190563) (← links)
• Estimation of the Fourier coefficient functions and their spectral densities for \(\phi\)-mixing almost periodically correlated processes (Q1199003) (← links)
• 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)
• Asymptotic normality of the spectral density estimators for almost periodically correlated stochastic processes (Q1338755) (← links)
• Laws of large numbers for periodically and almost periodically correlated processes (Q1338760) (← links)
• Least squares method for statistical analysis of polyrhythmics (Q1433198) (← links)
• Generalized subsampling procedure for non-stationary time series (Q1711557) (← links)
• Convolved subsampling estimation with applications to block bootstrap (Q1731767) (← links)
• Conditions for the completeness of the spectral domain of a harmonizable process (Q1965882) (← links)
• Circular block bootstrap for coefficients of autocovariance function of almost periodically correlated time series (Q2342929) (← links)
• Subsampling for continuous-time almost periodically correlated processes (Q2453617) (← links)
• Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure (Q2469670) (← links)
• Discrete periodic sampling with jitter and almost periodically correlated processes (Q2475286) (← links)
• On a stationary process induced by an almost periodically correlated process (Q2732349) (← links)
• Block Bootstrap for the Autocovariance Coefficients of Periodically Correlated Time Series (Q2787359) (← links)
• Generalized resampling scheme with application to spectral density matrix in almost periodically correlated class of time series (Q2802914) (← links)
• Asymptotically Stationary Processes on Amenable Groups (Q3158190) (← links)
• (Q3170484) (← links)
• On the support of the spectral measure of a harmonizable sequence (Q3508089) (← links)
• Subsampling in testing autocovariance for periodically correlated time series (Q3552861) (← links)
• Correlation functions for a periodic box–ball system (Q3553662) (← links)
• (Q4314034) (← links)
• RANDOM SAMPLING ESTIMATION FOR ALMOST PERIODICALLY CORRELATED PROCESSES (Q4715808) (← links)
• (Q4881627) (← links)
• Weak law of large numbers for almost periodically correlated processes (Q4890252) (← links)
• Prediction for the processes with almost cyclostationary structure (Q5036909) (← links)
• ASYMPTOTIC PROPERTY OF SPECTRAL DENSITY ESTIMATORS OF A CONTINUOUS TIME PROCESS ALMOST PERIODICALLY CORRELATED LOW DEPENDENT BY POISSON (Q5069476) (← links)
• Block Bootstrap for Poisson‐Sampled Almost Periodic Processes (Q5251503) (← 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)
• Testing for seasonal means in time series data (Q6179627) (← links)
• Multiplier subsample bootstrap for statistics of time series (Q6592796) (← links)