Estimation for almost periodic processes

DOI10.1214/009053606000000218zbMath1113.62111arXivmath/0607802OpenAlexW2951472092MaRDI QIDQ2500448

Murray Rosenblatt, Keh-Shin Lii

Publication date: 24 August 2006

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0607802

zbMATH Keywords

spectral estimationperiodogramalmost periodic covariancefrequency detection and estimationGaussian and non-Gaussian processprocess maximum

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15) Inference from stochastic processes (62M99)

Related Items (12)

ASYMPTOTIC ANALYSIS ABOUT THE PERIODOGRAM OF A GENERAL CLASS OF TIME SERIES MODELS WITH SPECTRAL SUPPORTSON LINES NOT PARALLEL TO THE MAIN DIAGONAL ⋮ Prediction for the processes with almost cyclostationary structure ⋮ Spectral Density Estimation for Nonstationary Data With Nonzero Mean Function ⋮ A conversation with Murray Rosenblatt ⋮ Testing for seasonal means in time series data ⋮ Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series ⋮ Estimation for a class of nonstationary processes ⋮ Subsampling for continuous-time almost periodically correlated processes ⋮ Spectral analysis for processes with almost periodic covariances ⋮ On the asymptotic distribution of the periodograms for the discrete time harmonizable simple processes ⋮ Time‐Dependent Dual‐Frequency Coherence in Multivariate Non‐Stationary Time Series ⋮ Short Range and Long Range Dependence

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