scientific article
From MaRDI portal
Publication:4020344
zbMath0757.62045MaRDI QIDQ4020344
Publication date: 16 January 1993
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
asymptotic normalitycentral limit theoremstrong consistencyphi-mixing processesalmost periodically correlated processalmost periodic fourth moment functionsbounded fourth momentsFourier coefficients of almost periodic mean functions
Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09) Strong limit theorems (60F15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (22)
ASYMPTOTIC ANALYSIS ABOUT THE PERIODOGRAM OF A GENERAL CLASS OF TIME SERIES MODELS WITH SPECTRAL SUPPORTSON LINES NOT PARALLEL TO THE MAIN DIAGONAL ⋮ Spectral analysis of the covariance of the almost periodically correlated processes ⋮ Prediction for the processes with almost cyclostationary structure ⋮ Asymptotic normality of the spectral density estimators for almost periodically correlated stochastic processes ⋮ First and second order analysis for periodic random arrays using block bootstrap methods ⋮ Testing stationarity for stock market data ⋮ WAVELET ESTIMATION OF THE COVARIANCE OF ALMOST PERIODICALLY CORRELATED PROCESSES AND STUDY OF ASYMPTOTIC PROPERTIES IN A CONTEXT OF WEAK DEPENDENCE ⋮ Component covariance analysis for periodically correlated random processes ⋮ Weak law of large numbers for almost periodically correlated processes ⋮ Subsampling for continuous-time almost periodically correlated processes ⋮ Block bootstrap for periodic characteristics of periodically correlated time series ⋮ Subsampling in testing autocovariance for periodically correlated time series ⋮ Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure ⋮ Discrete periodic sampling with jitter and almost periodically correlated processes ⋮ Almost periodically unitary stochastic processes ⋮ On bootstrapping periodic random arrays with increasing period ⋮ Estimation for almost periodic processes ⋮ Block Bootstrap for the Autocovariance Coefficients of Periodically Correlated Time Series ⋮ On the spectrum of correlation autoregressive sequences ⋮ Block Bootstrap for Poisson‐Sampled Almost Periodic Processes ⋮ Circular block bootstrap for coefficients of autocovariance function of almost periodically correlated time series ⋮ The impact of stationarity assessment on studies of volatility and value-at-risk.
This page was built for publication: