Consistent estimation of the bispectral density function of a harmonizable process

Journal of Statistical Planning and Inference

Volumn 100, Issue 2, 2002, Pages 159-170

  Soedjak, H ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Bispectral density estimator; Strongly harmonizable process

Indexed keywords

EID: 0038113633     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-3758(01)00130-6     Document Type: Article

References (9)

1. Hurd, H.L., 1989. Representation of strongly harmonizable periodically correlated processes and their covariances. J. Multivariate Anal. 29.
2. Hurd, H.L., Leskow, J., 1992. Estimation of the Fourier coefficient functions and their spectral densities for/phi - mixing almost periodically correlated processes. Statist. Probab. Lett. 14, 299-306.
3. Ibragimov, I.A., Linnik, Yu V., 1971. Independent and Stationary Sequences of Random Variables. Wolter-Noordhof, Groningen.
4. Pham, T.D., Tran, L.T., 1985. Some mixing properties of time series models. Stochastic Process. Appl. 19, 297-303.
5. Politis, D.N., Romano, J.P., 1992. A general resampling scheme for triangular arrays of α-mixing random variables with application to the problem of spectral density estimation. Ann. Statist. 20 (4), 1985-2007.
6. Rao, M.M., 1985. Harmonizable processes: structure theory. L'Enseign Math. 28, 295-351.
7. Roussas, G.G., Ioannides, D., 1987. Moment inequalities for mixing sequences of random variables. Stochastic Anal. Appl. 5 (1), 61-120.
8. Soedjak, H., 1996. Asymptotic properties of bispectral density estimators of harmonizable processes, Ph.D. Thesis, University of California, Riverside CA, March 1996.
9. Yaglom, A.M., 1987. Correlation Theory of Stationary and Related Random Functions I & II. Springer, New York.