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Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series
α-mixing properties almost periodically correlated time series consistency spectral analysis subsampling
2011/3/21
The aim of this article is to establish asymptotic distributions and consistency of subsampling for spectral density and for magnitude of coherence for non-stationary, almost periodically correlated t...
On spectral density estimates for a Gaussian periodically correlated random field
spectral density estimates a Gaussian periodically correlated random field
2009/9/23
On spectral density estimates for a Gaussian periodically correlated random field。
Theoretical prediction of periodically correlated sequences
Periodically Correlated Sequence Prediction PARMA System Stationary Sequence
2009/9/22
The paper deals with a spectral analysis and prediction
of periodically correlated (PC) sequences. In particular, a moving average
representation of a predictor is obtained and its coefiicients are
...
Discrete time periodically correlated Markov processes
periodically correlated proasses Markov processes covariance characterization
2009/9/22
We consider a discrete time periodically correlated
process {X.} which is also Markov in the wide sense. We provide
closed formulas for the covariance function R (n, m) = EX, X, and for
the spectra...
On ARMA(1,q) models with bounded and periodically correlated solutions
Periodically correlated ARMA model periodic coefficients
2009/9/21
In this paper, motivated by [2], we derive necessary
and suficient conditions for bounded and periodically correlated solutions
to the system of equations described by ARMA(1, q) model.
ASYMPTOTIC PROPERTIES OF PERIODOGRAM FOR ALMOST PERIODICALLY CORRELATED TIME SERIES
Periodogram almost periodically correlated time series consistency
2009/9/18
The main purpose of this paper is to establish the asymptotic
properties of the expectation and variance of periodogram for nonstationary,
almost periodically correlated time series. We expand our c...