On the spectrum of correlation autoregressive sequences

DOI10.1016/S0304-4149(97)00038-0zbMath0905.62091MaRDI QIDQ1275942

Abol G. Miamee, Andrzej Makagon

Publication date: 14 January 1999

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

zbMATH Keywords

harmonizable processalmost periodically correlated sequencesrepresentation for correlation function

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) General second-order stochastic processes (60G12)

Cites Work

• The spectral representation of stable processes: Harmonizability and regularity
• Bimeasure algebras on LCA groups
• Asymptotic normality of the spectral density estimators for almost periodically correlated stochastic processes
• Correlation theory of almost periodically correlated processes
• Characterization of cyclostationary random signal processes
• Seismic waves and correlation autoregressive processes
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