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

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.

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Year of publication:	1992
Authors:	Hurd, Harry L. ; Leskow, Jacek
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 14.1992, 4, p. 299-306
Publisher:	Elsevier
Keywords:	Almost periodically correlated processes spectral estimation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254324