scientific article

zbMath1157.62064MaRDI QIDQ3615207

Łukasz Lenart

Publication date: 17 March 2009

Full work available at URL: http://www.math.uni.wroc.pl/~pms/files/28.2/Abstract/28.2.8.abs.pdf

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

consistencyperiodogramalmost periodically correlated time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15)

Related Items (4)

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 ⋮ Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series ⋮ Generalized Resampling Scheme With Application to Spectral Density Matrix in Almost Periodically Correlated Class of Time Series

This page was built for publication: