On Autocovariance Estimation for Discrete Spectrum Stationary Time Series

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dc.contributor.authorHoudre, Christianen_US
dc.contributor.authorKedem, Benjaminen_US
dc.contributor.departmentISRen_US
dc.date.accessioned2007-05-23T09:53:36Z
dc.date.available2007-05-23T09:53:36Z
dc.date.issued1993en_US
dc.description.abstractWe 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.en_US
dc.format.extent457625 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.urihttp://hdl.handle.net/1903/5368
dc.language.isoen_USen_US
dc.relation.ispartofseriesISR; TR 1993-22en_US
dc.subjectmixed spectrum SLINen_US
dc.subjectstationaryen_US
dc.subjectsample covarianceen_US
dc.subjectalmost sureen_US
dc.subjectamplitudeen_US
dc.subjectphaseen_US
dc.subjectzero-crossing rateen_US
dc.subjectCommunication en_US
dc.subjectSignal Processing Systemsen_US
dc.titleOn Autocovariance Estimation for Discrete Spectrum Stationary Time Seriesen_US
dc.typeTechnical Reporten_US

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