Consistency of Estimators of Cyclic Functional Parameters for Some Nonstationary Processes
Publications de l'Institut de recherche mathématiques de Rennes, Fascicule de probabilités, no. 2 (1993), article no. 2, 19 p.
@article{PSMIR_1993___2_A2_0,
     author = {Dehay, Dominique},
     title = {Consistency of {Estimators} of {Cyclic} {Functional} {Parameters} for {Some} {Nonstationary} {Processes}},
     journal = {Publications de l'Institut de recherche math\'ematiques de Rennes},
     eid = {2},
     pages = {1--19},
     publisher = {D\'epartement de Math\'ematiques et Informatique, Universit\'e de Rennes},
     number = {2},
     year = {1993},
     zbl = {0832.62081},
     language = {en},
     url = {http://archive.numdam.org/item/PSMIR_1993___2_A2_0/}
}
TY  - JOUR
AU  - Dehay, Dominique
TI  - Consistency of Estimators of Cyclic Functional Parameters for Some Nonstationary Processes
JO  - Publications de l'Institut de recherche mathématiques de Rennes
PY  - 1993
SP  - 1
EP  - 19
IS  - 2
PB  - Département de Mathématiques et Informatique, Université de Rennes
UR  - http://archive.numdam.org/item/PSMIR_1993___2_A2_0/
LA  - en
ID  - PSMIR_1993___2_A2_0
ER  - 
%0 Journal Article
%A Dehay, Dominique
%T Consistency of Estimators of Cyclic Functional Parameters for Some Nonstationary Processes
%J Publications de l'Institut de recherche mathématiques de Rennes
%D 1993
%P 1-19
%N 2
%I Département de Mathématiques et Informatique, Université de Rennes
%U http://archive.numdam.org/item/PSMIR_1993___2_A2_0/
%G en
%F PSMIR_1993___2_A2_0
Dehay, Dominique. Consistency of Estimators of Cyclic Functional Parameters for Some Nonstationary Processes. Publications de l'Institut de recherche mathématiques de Rennes, Fascicule de probabilités, no. 2 (1993), article  no. 2, 19 p. http://archive.numdam.org/item/PSMIR_1993___2_A2_0/

[1] R. C. Bradley and M. Peligrad (1986), Invariance principle under a two part mixing assumption. Stochastic Process. Appl. 22, 271-289 | MR | Zbl

[2] R. A. Boyles and W. A. Gardner (1983), Cycloergodic properties of discrete-parameter nonstationary stochastic processes, IEEE Transactions on Information Theory IT-29 (1), 105-114. | MR | Zbl

[3] C. Corduneanu (1961), Almost periodic functions, Wiley (New York). | MR | Zbl

[4] D. Dehay (1991), On the product of two harmonizable processes, Stochastic Process. Appl. 39, 347-358 | MR | Zbl

[5] D. Dehay (1992), Estimation de paramètres fonctionnels spectraux de certains processus non-nécessairement stationnaires, Comptes Rendus de l'Académie des Sciences de Paris, 314 (4), 313-316. | MR | Zbl

[6] D. Dehay (1994), Spectral analysis of the covariance of the almost periodically correlated processes, to appear in Stochastic Process. Appl. | MR | Zbl

[7] D. Dehay and A. Loughani (1994), Locally harmonizable covariances: spectral analysis, to appear in Kybernetika. | EuDML | MR | Zbl

[8] D. Dehay and R. Moché (1992), Trace measures of a positive definite bimeasure, J. Multivariate Anal. 40, 115-131. | MR | Zbl

[9] R. M. Dudley and L. Pakula (1972), A counter example of the inner product of measures, Indiana Univ. Math. J. 21, 843-845 | MR | Zbl

[10] N. Dunford and J. T. Schwartz (1957), Linear operators, parts I and II: general theory, Interscience Pub. (New York). | MR | Zbl

[11] W. A. Gardner (1985), Introduction to random processes with applications to signals and systems, Macmillan (New York), 2nd ed. 1989 McGraw-Hill. | Zbl

[12] W. A. Gardner (1988), Correlation estimation and time series modeling for nonstationary processes, Signal Processing 15, 31-41 | MR

[13] W. A. Gardner (1994), Cyclostationarity in communications and signal processing, IEEE Press (New York). | Zbl

[14] E. Gladyshev (1963), Periodically and almost periodically correlated random processes with continuous time parameter, Th. Probability Appl. 8, 173-177. | MR | Zbl

[15] C. Hipp (1979), Convergence rates of the strong law for stationary mixing sequences, Z. Wahrscheinlichkeitstheorie verw. Gebiete 49, 49-62. | MR | Zbl

[16] J. E. Huneycutt (1972), Products and convolutions of vector valued set functions, Studia Math. 41, 119-129. | MR | Zbl

[17] H. L. Hurd (1989), Nonparametric time series analysis for periodically correlated processes, IEEE Transactions on Information Theory IT-35 (2), 350-359. | MR | Zbl

[18] H. L. Hurd (1991), Correlation theory for the almost periodically correlated processes with continuous time parameter, J. Multivariate Anal. 37 (1), 24-45 | MR | Zbl

[19] H. L. Hurd and Leskow, J. (1992), Estimation of the Fourier coefficient functions and their spectral densities for ɸ-mixing almost periodically correlated processes, Statistics and Probability Letters 14 (4), 299-306. | MR | Zbl

[20] H. L. Hurd and J. Leskow (1992), Strongly consistent and asymptotically normal estimation of the covariance for almost periodically correlated processes, Statistics and Decisions 10, 201-225 | MR | Zbl

[21] J. Leskow (1992), An asymptotic normality of the spectral density estimators for almost periodically correlated stochatic processes, preprint. | MR | Zbl

[22] M. Peligrad (1992), On the central limit theorem for weakly dependent sequences with a decomposed strong mixing coefficient, Stochastic Process. Appl. 42, 181-193 | MR | Zbl

[23] R. S. Phillips (1950), On Fourier Stieltjes integrals, Trans. Amer. Math. Soc. 69, 312-323. | MR | Zbl

[24] M. M. Rao (1985), Harmonizable, Cramér, and Karhunen classes of processes, Handbook of Statistics 5, 279-310, Elsevier Science Publ. | MR

[25] Yu. A. Rozanov (1959), Spectral analysis of abstract function, Th. Probability Appl. 4, 271-287. | MR | Zbl