Periodically Correlated Processes and Their Stationary Dilations

DOI10.1137/0150072zbMath0699.60025OpenAlexW2017316989MaRDI QIDQ3477739

Abol G. Miamee

Publication date: 1990

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2060/19880014146

zbMATH Keywords

harmonizable processesperiodically correlated processesstationary dilation

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Convergence and divergence of infinite limiting processes (40A99)

Related Items (5)

On the asymptotic behavior of the periodograms of periodically correlated spatial processes: Periodicity detection ⋮ On covariance generating functions and spectral densities of periodically correlated autoregressive processes ⋮ Ergodic behavior and estimation for periodically correlated processes ⋮ Spectrum of periodically correlated fields ⋮ Continuous time periodically correlated processes: Spectrum and prediction

This page was built for publication: Periodically Correlated Processes and Their Stationary Dilations