Estimation of the Fourier coefficient functions and their spectral densities for \gf-mixing almost periodically correlated processes

Harry L. Hurd and Jacek Leskow

Statistics & Probability Letters, 1992, vol. 14, issue 4, 299-306

Abstract: The correlation function of an almost periodically correlated process X(t) has the Fourier series R(t + [tau], t) ~ [Sigma][lambda]k[epsilon][Lambda]a[lambda]k([tau]) exp(i[lambda]kt). If X(t) is \gf-mixing, we show for any known [lambda]k that the natural estimator for a[lambda]k([tau]) and the kernel estimator for its spectral density g[lambda]k([gamma]) are consistent in quadratic mean.

Keywords: Almost; periodically; correlated; processes; spectral; estimation (search for similar items in EconPapers)
Date: 1992
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Citations: View citations in EconPapers (4)

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