We provide a necessary and sufficient condition for the almost sure convergence and the strong consistency of the sample autocovariance of a discrete spectrum weakly stationary process. This also clarifies the estimation of the autocovariance function of a mixed spectrum weakly stationary processes
International audienceConsider the empirical autocovariance matrix at a given non-zero time lag base...
The generalised autocovariance function is defined for a stationary stochastic process as the invers...
In this paper, we give an autoregressive model of order 1 type of characterization covering all mult...
This thesis provides a necessary and sufficient condition for asymptotic efficiency of a nonparametr...
A class of models for the time-varying spectrum of a locally stationary process is introduced. The m...
International audienceThis paper proposes two novel alternative estimators for the autocovariance fu...
The generalised autocovariance function is defined for a stationary stochastic process as the invers...
AbstractThis paper is concerned with the estimation of the spectral measure of a stationary process....
AbstractThe asymptotic normality of sample autocovariances is proved for time series with mixed-spec...
The second order properties of a process are usually characterized by the autocovariance function. I...
We address the problem of estimating the autocovariance matrix of a stationary process. Under short ...
This paper is concerned with the estimation of the spectral measure of a stationary process. Empiric...
The power spectrum is a commonly used tool when analyzing time series in the frequency domain. It ca...
International audienceConsider the empirical autocovariance matrix at a given non-zero time lag base...
The generalised autocovariance function is defined for a stationary stochastic process as the invers...
In this paper, we give an autoregressive model of order 1 type of characterization covering all mult...
This thesis provides a necessary and sufficient condition for asymptotic efficiency of a nonparametr...
A class of models for the time-varying spectrum of a locally stationary process is introduced. The m...
International audienceThis paper proposes two novel alternative estimators for the autocovariance fu...
The generalised autocovariance function is defined for a stationary stochastic process as the invers...
AbstractThis paper is concerned with the estimation of the spectral measure of a stationary process....
AbstractThe asymptotic normality of sample autocovariances is proved for time series with mixed-spec...
The second order properties of a process are usually characterized by the autocovariance function. I...
We address the problem of estimating the autocovariance matrix of a stationary process. Under short ...
This paper is concerned with the estimation of the spectral measure of a stationary process. Empiric...
The power spectrum is a commonly used tool when analyzing time series in the frequency domain. It ca...
International audienceConsider the empirical autocovariance matrix at a given non-zero time lag base...
The generalised autocovariance function is defined for a stationary stochastic process as the invers...
In this paper, we give an autoregressive model of order 1 type of characterization covering all mult...
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