A note on autocovariance estimation in the presence of discrete spectra
DOI10.1016/0167-7152(94)00141-TzbMath0830.62084MaRDI QIDQ1897084
Christian Houdré, Benjamin Kedem-Kimelfeld
Publication date: 25 January 1996
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
phasestrong law of large numberstime seriesalmost sure convergencestrong consistencynecessary and sufficient conditionamplitudesample autocovariancezero-crossing ratediscrete spectrum weakly stationary processmixed spectrum weakly stationary process
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Strong limit theorems (60F15)
Cites Work
- On the spectral SLLN and pointwise ergodic theorem in \(L^{\alpha}\)
- On autocorrelation estimation in mixed-spectrum Gaussian processes
- Criteria for the Strong Law of Large Numbers for Some Classes of Second-Order Stationary Processes and Homogeneous Random Fields
- Strong consistency of the contraction mapping method for frequency estimation
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