Title of article :
Spectral analysis for processes with almost periodic covariances
Author/Authors :
Rosenblatt، نويسنده , , Murray، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2010
Abstract :
The structure of random processes with almost periodic covariances is described from a spectral perspective. Under appropriate conditions methods for spectral estimation are described for such processes which are neither stationary nor locally stationary. Some spectral mass is then located off the main diagonal in this spectral plane. A method for estimating the support of the spectral mass is described in the Gaussian case. A number of open questions are mentioned.
Keywords :
Almost periodic covariance , Spectral estimation , Gaussian , Periodogram , Frequency shift
Journal title :
Journal of Statistical Planning and Inference
Journal title :
Journal of Statistical Planning and Inference