Spectral density estimation from random sampling for multiplicative stationary processes

DOI10.1016/S0898-1221(03)90115-5zbMath1045.62093OpenAlexW1967639575MaRDI QIDQ597350

Mustapha Rachdi, Valérie Girardin

Publication date: 6 August 2004

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0898-1221(03)90115-5

zbMATH Keywords

ConsistencyCumulantsNonstationary processesSpectral estimationSpectral representation

Mathematics Subject Classification ID

Density estimation (62G07) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

Related Items

Spectral density estimation from random sampling for multiplicative stationary processes ⋮ Time changes and stationarity issues for extended scalar autoregressive models ⋮ Nonstationary Data Analysis by Time Deformation

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