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Volumn 43, Issue 4, 1997, Pages 1265-1268

Almost sure convergence analysis of mixed time averages and Kth-order cyclic statistics

Author keywords

Almost sure convergence; Convergence rate; Cyclic cumulant; Cyclic moment; Mixed time average

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; RANDOM PROCESSES;

EID: 0031189065     PISSN: 00189448     EISSN: None     Source Type: Journal    
DOI: 10.1109/18.605591     Document Type: Article
Times cited : (13)

References (11)
  • 2
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    • B. Harris, Ed. New York: Wiley
    • D. R. Brillinger and M. Rosenblatt, "Asymptotic theory of estimates of k-th order spectra," in Spectral Analysis of Time Series, B. Harris, Ed. New York: Wiley, 1967, pp. 153-188.
    • (1967) Spectral Analysis of Time Series , pp. 153-188
    • Brillinger, D.R.1    Rosenblatt, M.2
  • 3
    • 0029219091 scopus 로고
    • Asymptotic theory of mixed time averages and kth-order cyclic-moment and cumulant statistics
    • A. V. Dandawate and G. B. Giannakis, "Asymptotic theory of mixed time averages and kth-order cyclic-moment and cumulant statistics," IEEE Trans. Inform. Theory, vol. 41, pp. 216-232, 1995.
    • (1995) IEEE Trans. Inform. Theory , vol.41 , pp. 216-232
    • Dandawate, A.V.1    Giannakis, G.B.2
  • 4
    • 0029373194 scopus 로고
    • Harmonics in multiplicative and additive noise: Parameter estimation using cyclic statistics
    • G. B. Giannakis and G. Zhou, "Harmonics in multiplicative and additive noise: Parameter estimation using cyclic statistics," IEEE Trans. Signal Processing, vol. 43, pp. 2217-2221, 1995.
    • (1995) IEEE Trans. Signal Processing , vol.43 , pp. 2217-2221
    • Giannakis, G.B.1    Zhou, G.2
  • 5
    • 84911298649 scopus 로고
    • Strongly consistent and asymptotically normal estimation for the covariance of almost periodically correlated processes
    • H. L. Hurd and J. Leskow, "Strongly consistent and asymptotically normal estimation for the covariance of almost periodically correlated processes," Statist. Decisions, vol. 10, pp. 201-225, 1992.
    • (1992) Statist. Decisions , vol.10 , pp. 201-225
    • Hurd, H.L.1    Leskow, J.2
  • 6
    • 84981383192 scopus 로고
    • Consistent estimation of the fourth-order cumulant spectra density
    • P. T. Kim, "Consistent estimation of the fourth-order cumulant spectra density," J. Time Series Anal., vol. 12, no. 1, pp. 63-71, 1991.
    • (1991) J. Time Series Anal. , vol.12 , Issue.1 , pp. 63-71
    • Kim, P.T.1
  • 8
    • 0002600860 scopus 로고
    • Spectral analysis of asymptotically stationary time series
    • E. Parzen, "Spectral analysis of asymptotically stationary time series," Bull. Inst. Int. Statist., vol. 39, pp. 87-103, 1961.
    • (1961) Bull. Inst. Int. Statist. , vol.39 , pp. 87-103
    • Parzen, E.1
  • 10


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.