Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1149509 | Journal of Statistical Planning and Inference | 2010 | 5 Pages |
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
Murray Rosenblatt,