Spectral analysis of the covariance of the almost periodically correlated processes

DOI10.1016/0304-4149(94)90126-0zbMath0793.62050OpenAlexW2007576755MaRDI QIDQ1327554

Dominique Dehay

Publication date: 3 August 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)90126-0

zbMATH Keywords

rates of convergencespectral measureperiodogramspectral densityLebesgue measureabsolute continuityalmost everywhere convergenceconsistent estimatorsconvergence in quadratic meancovariance kernelalmost periodically correlated processesAPC strongly harmonizable processesestimation of Fourier-Bohr functionsFourier series decompositionFourier transforms of complex measuressigma-finite bimeasures

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) General second-order stochastic processes (60G12) Stochastic processes (60G99)

Related Items (7)

Component covariance analysis for periodically correlated random processes ⋮ Conditions for the completeness of the spectral domain of a harmonizable process ⋮ Weak law of large numbers for almost periodically correlated processes ⋮ Subsampling for continuous-time almost periodically correlated processes ⋮ Discrete periodic sampling with jitter and almost periodically correlated processes ⋮ Unnamed Item ⋮ RANDOM SAMPLING ESTIMATION FOR ALMOST PERIODICALLY CORRELATED PROCESSES

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On a class of asymptotically stationary harmonizable processes
• Harmonizable processes: Structure theory
• Trace measures of a positive definite bimeasure
• Estimation of the Fourier coefficient functions and their spectral densities for \(\phi\)-mixing almost periodically correlated processes
• Correlation theory of almost periodically correlated processes
• Cycloergodic properties of discrete- parameter nonstationary stochastic processes
• Nonparametric time series analysis for periodically correlated processes
• An identification problem in almost and asymptotically almost periodically correlated processes
• Periodically and Almost-Periodically Correlated Random Processes with a Continuous Time Parameter

This page was built for publication: Spectral analysis of the covariance of the almost periodically correlated processes