Estimation for a class of nonstationary processes

DOI10.1016/J.SPL.2011.06.009zbMath1227.62077OpenAlexW1971295420MaRDI QIDQ643230

Murray Rosenblatt, Keh-Shin Lii

Publication date: 28 October 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.06.009

zbMATH Keywords

almost periodicitytrigonometric regression

Mathematics Subject Classification ID

Point estimation (62F10) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• Unnamed Item
• Central limit theorem for Fourier transforms of stationary processes
• Estimation for almost periodic processes
• Some comments on narrow band-pass filters
• Limit theorems for Fourier transforms of functionals of Gaussian sequences
• Weak convergence to fractional brownian motion and to the rosenblatt process
• Non-central limit theorems for non-linear functional of Gaussian fields

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