Laws of large numbers for periodically and almost periodically correlated processes

S. Cambanis, C. Houdré, H. Hurd and J. Leskow

Stochastic Processes and their Applications, 1994, vol. 53, issue 1, 37-54

Abstract: This paper gives results related to and including laws of large numbers for (possibly non-harmonizable) periodically and almost periodically correlated processes. These results admit periodically correlated processes that are not continuous in quadratic mean. The idea of a stationarizing random shift is used to show that strong law results for weakly stationary processes may be used to obtain strong law results for such processes.

Keywords: Periodically; and; almost; periodically; correlated; processes; Laws; of; large; numbers; Stationarizing; random; shift (search for similar items in EconPapers)
Date: 1994
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