On Autocovariance Estimation for Discrete Spectrum Stationary Time Series

Abstract

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.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1993
Accession Number
ADA455033

Entities

People

  • Benjamin Kedem
  • Christian Houdre

Organizations

  • University of Maryland

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Abstracts
  • Data Science
  • Information Operations
  • Information Science
  • Military Research
  • Spectra
  • Stationary
  • Stationary Processes
  • Statistics
  • Universities

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.
  • Plasma Physics.
  • Theoretical Analysis.