Article ID Journal Published Year Pages File Type
1149509 Journal of Statistical Planning and Inference 2010 5 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
,