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- W1986385962 abstract "Correlation functions of continuous-time periodically correlated processes can be represented by a Fourier series with coefficient functions. It is shown that the usual estimator for stationary covariances, formed from a single sample path of the process, can be simply modified to provide a consistent (in quadratic mean) estimator for any of the coefficient functions resulting from the aforementioned representation. It is shown that, if the process is Gaussian and B/sub k/( tau ) is a Fourier integral with respect to a density function g/sub k/( lambda ), a two-dimensional periodogram, formed from a single sample function, can be smoothed along a line of constant difference frequency to provide a consistent estimator for g/sub k/( lambda ). This natural extension of the well-known procedure for stationary processes provides a method for nonparametric spectral analysis of periodically correlated processes.< <ETX xmlns:mml=http://www.w3.org/1998/Math/MathML xmlns:xlink=http://www.w3.org/1999/xlink>></ETX>" @default.
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- W1986385962 date "1989-03-01" @default.
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- W1986385962 title "Nonparametric time series analysis for periodically correlated processes" @default.
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- W1986385962 doi "https://doi.org/10.1109/18.32129" @default.
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