Asymptotic normality of the spectral density estimators for almost periodically correlated stochastic processes
type: Item
instance of: scholarly article
title: Asymptotic normality of the spectral density estimators for almost periodically correlated stochastic processes
zbMATH Open document ID: 0805.62086
DOI: 10.1016/0304-4149(94)90033-7
published in: Stochastic Processes and their Applications
publication date: 1995-02-06T00:00:00Z
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 691013
zbMATH Keywords: phi-mixing
zbMATH Keywords: almost periodically correlated
zbMATH Keywords: approximate periodicity
zbMATH Keywords: almost periodic functions
zbMATH Keywords: strongly harmonizable
zbMATH Keywords: covariance function
zbMATH Keywords: spectral densities
zbMATH Keywords: asymptotic normality
author: Jacek Leśkow
MaRDI profile type: Publication
full work available at URL: 0304-4149(94)90033-7
OpenAlex ID: W1969274002
cites work: Q5617898
cites work: Q4481511
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cites work: Nonparametric time series analysis for periodically correlated processes
cites work: Representation of strongly harmonizable periodically correlated processes and their covariances
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: Q3138647
cites work: The distribution of the sequential decoding computation time
cites work: ON THE SPECTRAL DENSITY MATRIX OF A PERIODIC ARMA PROCESS
cites work: A LIMITING PROPERTY OF SAMPLE AUTOCOVARIANCES OF PERIODICALLY CORRELATED PROCESSES WITH APPLICATION TO PERIOD DETERMINATION
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description: scientific article; zbMATH DE number 691013