Simple Random Measures and Simple Processes

DOI10.1137/S0040585X9798186XzbMath1110.60053MaRDI QIDQ3429694

Afshin Parvardeh, Ahmad Reza Soltani

Publication date: 2 April 2007

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

simulationtime domainCholesky decompositionspectral domainspectral kernel

Mathematics Subject Classification ID

Random measures (60G57)

Related Items (6)

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 ⋮ On covariance generating functions and spectral densities of periodically correlated autoregressive processes ⋮ A new method to detect periodically correlated structure ⋮ On the asymptotic distribution of the periodograms for the discrete time harmonizable simple processes ⋮ Certain Periodically Correlated Multicomponent Locally Stationary Processes

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