Certain Periodically Correlated Multicomponent Locally Stationary Processes
From MaRDI portal
Publication:5255340
DOI10.1137/S0040585X97T987132zbMath1322.60039arXiv1001.0296OpenAlexW651058035MaRDI QIDQ5255340
Publication date: 15 June 2015
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1001.0296
spectral representationrandom measureexponentially convex covariancemulticomponent locally stationary processes
Related Items (2)
Discretization of continuous time discrete scale invariant processes: estimation and spectra ⋮ On the asymptotic distribution of the periodograms for the discrete time harmonizable simple processes
Cites Work
- On general periodic time-varying bilinear processes
- Periodically correlated autoregressive Hilbertian processes
- Empirical spectral processes for locally stationary time series
- Linear filtration methods for statistical analysis of periodically correlated random processes. I: Coherent and component methods and their generalization. II: Harmonic series representation
- On Wiener filtering of certain locally stationary stochastic processes
- Semigroup stationary processes and spectral representation
- Stationary covariances associated with exponentially convex functions
- Adaptive covariance estimation of locally stationary processes
- Simple Random Measures and Simple Processes
- Estimation and Forecasting of Locally Stationary Processes
- Periodically Correlated Random Sequences
- Periodically and Almost-Periodically Correlated Random Processes with a Continuous Time Parameter
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Certain Periodically Correlated Multicomponent Locally Stationary Processes
