Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series
نویسندگان
چکیده
منابع مشابه
a time-series analysis of the demand for life insurance in iran
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Spectral Theory for Periodically and Almost Periodically Correlated Random Processes: A Survey
This paper contains a survey of the spectral theory of periodically correlated and almost periodically correlated stochastic processes. These processes are also called cyclostationary and almost cyclostationary, and we give give some remarks concerning the historical development of the two nomenclatures. In this paper we survey the spectral theory of the covariance, the estimation of the Fourie...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2011
ISSN: 1350-7265
DOI: 10.3150/10-bej269