A Wavelet Characterization of Continuous-Time Periodically Correlated Processes with Application to Simulation
DOI10.1111/jtsa.12185zbMath1403.62163OpenAlexW2280288367MaRDI QIDQ2830679
Mina Aminghafari, Mitra Ghanbarzadeh
Publication date: 28 October 2016
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12185
simulationperiodically correlated processescontinuous-time processesinfinite-dimensional stationary processesperiodic wavelet basis
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Stationary stochastic processes (60G10) General second-order stochastic processes (60G12)
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