Periodically Correlated Processes with Discontinuous Correlation Functions
From MaRDI portal
Publication:4091203
DOI10.1137/1119088zbMath0326.60064OpenAlexW2050125442MaRDI QIDQ4091203
Publication date: 1974
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1119088
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Special processes (60K99) Stochastic processes (60G99)
Related Items (10)
On infinite dimensional periodically correlated random fields: spectrum and evolutionary spectra ⋮ Laws of large numbers for periodically and almost periodically correlated processes ⋮ Correlation theory of almost periodically correlated processes ⋮ Estimation of the Fourier coefficient functions and their spectral densities for \(\phi\)-mixing almost periodically correlated processes ⋮ Seismic waves and correlation autoregressive processes ⋮ Characterization of the spectra of periodically correlated processes ⋮ Representation of strongly harmonizable periodically correlated processes and their covariances ⋮ On completeness of the spectral domain of harmonizable processes ⋮ Spectrum of periodically correlated fields ⋮ Continuous time periodically correlated processes: Spectrum and prediction
This page was built for publication: Periodically Correlated Processes with Discontinuous Correlation Functions