On spectral estimation for a homogeneous random process on the circle

DOI10.1016/0304-4149(76)90029-6zbMath0339.62069OpenAlexW1974145349MaRDI QIDQ1231372

Roch Roy, Jean-Marie Dufour

Publication date: 1976

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(76)90029-6

Mathematics Subject Classification ID

Point estimation (62F10) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (5)

Kendall's tau for serial dependence ⋮ Intrinsic random functions and universal kriging on the circle ⋮ On homogeneous stochastic processes on compact abelian groups ⋮ Stereological Modelling of Random Particles ⋮ Bayesian nonparametric dynamic state space modeling with circular latent states

Cites Work

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• Spectral analysis for a random process on the circle
• Linear Statistical Inference and its Applications
• On the inversion of circulant matrices

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