On autocorrelation estimation in mixed-spectrum Gaussian processes

DOI10.1016/0304-4149(94)90136-8zbMath0796.62075OpenAlexW2083884032MaRDI QIDQ1316600

Eric V. Slud, Benjamin Kedem-Kimelfeld

Publication date: 11 October 1994

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

Full work available at URL: https://doi.org/10.1016/0304-4149(94)90136-8

zbMATH Keywords

spectral measureergodicfirst-order autocorrelationempirical zero-crossing ratereal- valued, zero-mean stationary Gaussian processspectral atomsWiener-Ito integralszero-crossing indicator problem

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Non-Markovian processes: hypothesis testing (62M07)

Related Items (1)

A note on autocovariance estimation in the presence of discrete spectra

Cites Work

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