Inference on periodograms of infinite dimensional discrete time periodically correlated processes

DOI10.1016/j.jmva.2009.01.004zbMath1178.62106OpenAlexW1966030697MaRDI QIDQ1049541

Atefeh Zamani, Zohreh Shishebor, Ahmad Reza Soltani

Publication date: 12 January 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2009.01.004

zbMATH Keywords

finite Fourier transformsHilbert space-valued second-order processes

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) General second-order stochastic processes (60G12) Random measures (60G57) Applications of functional analysis in probability theory and statistics (46N30)

Related Items

On the asymptotic behavior of the periodograms of periodically correlated spatial processes: Periodicity detection ⋮ Hilbertian spatial periodically correlated first order autoregressive models ⋮ Periodically correlated autoregressive Hilbertian processes ⋮ Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes ⋮ On the asymptotic distribution of the periodograms for the discrete time harmonizable simple processes

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