메뉴 건너뛰기




Volumn 102, Issue 7, 2011, Pages 1118-1125

Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes

Author keywords

Asymptotic distribution; Finite Fourier transforms; Hilbert space valued processes; Periodically correlated; Periodogram; Strong second order processes

Indexed keywords


EID: 79955485020     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2011.03.005     Document Type: Article
Times cited : (4)

References (15)
  • 6
    • 79956324842 scopus 로고
    • On Spectral Analysis of Periodically Correlated Stochastic Sequences, Tech. Report, Hampton University, Virginia
    • A.G. Miamee, A.R. Soltani, On Spectral Analysis of Periodically Correlated Stochastic Sequences, Tech. Report, Hampton University, Virginia, 1995.
    • (1995)
    • Miamee, A.G.1    Soltani, A.R.2
  • 10
    • 79956302370 scopus 로고
    • Some results for the quadratic analysis of Gaussian processes and applications, mathematical statistics
    • Soler J.L. Some results for the quadratic analysis of Gaussian processes and applications, mathematical statistics. Banach Cent. Publ. 1980, 6:289-302.
    • (1980) Banach Cent. Publ. , vol.6 , pp. 289-302
    • Soler, J.L.1
  • 11
    • 33845207955 scopus 로고    scopus 로고
    • Periodograms asymptotic distributions in periodically correlated processes and multivariate stationary processes: an alternative approach
    • Soltani A.R., Azimmohseni M. Periodograms asymptotic distributions in periodically correlated processes and multivariate stationary processes: an alternative approach. J. Stat. Plan. Inference 2007, 137:1236-1242.
    • (2007) J. Stat. Plan. Inference , vol.137 , pp. 1236-1242
    • Soltani, A.R.1    Azimmohseni, M.2
  • 12
    • 79956314651 scopus 로고    scopus 로고
    • Periodically correlated autoregressive Hilbertian processes, Statistical Inference for Stochastic Processes (in press).
    • A.R. Soltani, M. Hashemi, Periodically correlated autoregressive Hilbertian processes, Statistical Inference for Stochastic Processes (in press).
    • Soltani, A.R.1    Hashemi, M.2
  • 13
    • 35448970903 scopus 로고    scopus 로고
    • On infinite dimensional discrete time dependent periodically correlated processes
    • Soltani A.R., Shishebor Z. On infinite dimensional discrete time dependent periodically correlated processes. Rocky Mountain Math J. 2007, 37:1043-1058.
    • (2007) Rocky Mountain Math J. , vol.37 , pp. 1043-1058
    • Soltani, A.R.1    Shishebor, Z.2
  • 14
    • 70449553573 scopus 로고    scopus 로고
    • Inference on periodograms of infinite dimensional discrete time periodically correlated processes
    • Soltani A.R., Shishebor Z., Zamani A. Inference on periodograms of infinite dimensional discrete time periodically correlated processes. J. Multivariate Anal. 2010, 101:368-373.
    • (2010) J. Multivariate Anal. , vol.101 , pp. 368-373
    • Soltani, A.R.1    Shishebor, Z.2    Zamani, A.3
  • 15
    • 0030336935 scopus 로고    scopus 로고
    • Random vectors with values in complex Hilbert spaces
    • Vakhania N.N., Kandelaki N.P. Random vectors with values in complex Hilbert spaces. Theory Probab. Appl. 1996, 41(1):116-131.
    • (1996) Theory Probab. Appl. , vol.41 , Issue.1 , pp. 116-131
    • Vakhania, N.N.1    Kandelaki, N.P.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.