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On a class of asymptotically stationary harmonizable processes

✍ Scribed by Dominique Dehay


Publisher
Elsevier Science
Year
1987
Tongue
English
Weight
327 KB
Volume
22
Category
Article
ISSN
0047-259X

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Let \(\left\{X_{t} ; t \in \mathbb{Z}\right\}\) be a strictly stationary process with mean zero and autovariance function (a.c.v.f.) \(\gamma_{x}, v \in \mathbb{Z}\). Let \(\hat{\gamma}_{v}=n^{-1} \sum_{t=1}^{n-\mid v_{i}} X_{1} X_{r+|x|}\) be the serial covariance of order \(v\) computed from a sam