Spectral density estimators of a periodically correlated stochastic process

zbMATH Open0728.62092MaRDI QIDQ805120

V. G. Alekseev

Publication date: 1990

Published in: Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

correctionnonparametric spectral density estimationperiodically correlated time series

Mathematics Subject Classification ID

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

Related Items (7)

Asymptotic normality of the spectral density estimators for almost periodically correlated stochastic processes ⋮ Title not available (Why is that?) ⋮ Empirical spectral analysis of periodically correlated stochastic processes. An alternative approach. ⋮ Characterization of the spectra of periodically correlated processes ⋮ On the properties of an empirical correlogram of a Gaussian process with square integrable spectral density ⋮ Title not available (Why is that?) ⋮ Title not available (Why is that?)

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