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Line spectral analysis for harmonizable processes. (English) Zbl 0899.62118

Summary: Harmonizable processes with spectral mass concentrated on a number of straight lines are considered. The asymptotic behavior of the bias and covariance of a number of spectral estimates is described. The results generalize those obtained for periodic and almost periodic processes.

MSC:

62M15 Inference from stochastic processes and spectral analysis
62G05 Nonparametric estimation
62G20 Asymptotic properties of nonparametric inference

References:

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