Laws of large numbers for periodically and almost periodically correlated processes

DOI10.1016/0304-4149(94)90056-6zbMath0812.60039OpenAlexW1971830355MaRDI QIDQ1338760

Christian Houdré, Stamatis Cambanis, Harry L. Hurd, Jacek Leśkow

Publication date: 14 May 1995

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)90056-6

zbMATH Keywords

laws of large numbersperiodically correlated processesweakly stationary processalmost periodically correlated process

Mathematics Subject Classification ID

General second-order stochastic processes (60G12) Strong limit theorems (60F15)

Related Items

Convolved subsampling estimation with applications to block bootstrap, Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure, Estimation of the Fourier coefficient functions and their spectral densities for \(\phi\)-mixing almost periodically correlated processes, Almost periodically unitary stochastic processes, Ergodic behavior and estimation for periodically correlated processes, Continuous time periodically correlated processes: Spectrum and prediction

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