Estimating the spectral densities of a Gaussian periodically correlated process

zbMath0663.62047MaRDI QIDQ1114259

V. G. Alekseev

Publication date: 1988

Published in: Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

spectral densitiesGaussian periodically correlated stochastic process

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15)

Related Items (3)

ASYMPTOTIC ANALYSIS ABOUT THE PERIODOGRAM OF A GENERAL CLASS OF TIME SERIES MODELS WITH SPECTRAL SUPPORTSON LINES NOT PARALLEL TO THE MAIN DIAGONAL ⋮ Estimation for almost periodic processes ⋮ Spectral analysis for harmonizable processes

This page was built for publication: Estimating the spectral densities of a Gaussian periodically correlated process