Spectral analysis of the covariance of the almost periodically correlated processes
type: Item
instance of: scholarly article
title: Spectral analysis of the covariance of the almost periodically correlated processes
zbMATH Open document ID: 0793.62050
DOI: 10.1016/0304-4149(94)90126-0
author: D. Dehay
published in: Stochastic Processes and their Applications
publication date: 1994-08-03T00:00:00Z
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 60G12
Mathematics Subject Classification ID: 60G99
zbMATH DE Number: 590992
zbMATH Keywords: almost periodically correlated processes
zbMATH Keywords: spectral measure
zbMATH Keywords: spectral density
zbMATH Keywords: periodogram
zbMATH Keywords: absolute continuity
zbMATH Keywords: convergence in quadratic mean
zbMATH Keywords: almost everywhere convergence
zbMATH Keywords: estimation of Fourier-Bohr functions
zbMATH Keywords: sigma-finite bimeasures
zbMATH Keywords: covariance kernel
zbMATH Keywords: Fourier series decomposition
zbMATH Keywords: Fourier transforms of complex measures
zbMATH Keywords: APC strongly harmonizable processes
zbMATH Keywords: consistent estimators
zbMATH Keywords: Lebesgue measure
zbMATH Keywords: rates of convergence
MaRDI profile type: Publication
full work available at URL: 0304-4149(94)90126-0
OpenAlex ID: W2007576755
cites work: Q5617898
cites work: Cycloergodic properties of discrete- parameter nonstationary stochastic processes
cites work: On a class of asymptotically stationary harmonizable processes
cites work: Q4001112
cites work: Trace measures of a positive definite bimeasure
cites work: Periodically and Almost-Periodically Correlated Random Processes with a Continuous Time Parameter
cites work: Nonparametric time series analysis for periodically correlated processes
cites work: Correlation theory of almost periodically correlated processes
cites work: Estimation of the Fourier coefficient functions and their spectral densities for \(\phi\)-mixing almost periodically correlated processes
cites work: Q4020344
cites work: An identification problem in almost and asymptotically almost periodically correlated processes
cites work: Q3843987
cites work: Harmonizable processes: Structure theory
description: scientific article; zbMATH DE number 590992