Hurd, Harry L. Nonparametric time series analysis for periodically correlated processes. (English) Zbl 0672.62096 IEEE Trans. Inf. Theory 35, No. 2, 350-359 (1989). Cited in 1 ReviewCited in 19 Documents MSC: 62M15 Inference from stochastic processes and spectral analysis 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 62G05 Nonparametric estimation Keywords:Gaussian processes; harmonizable processes; continuous-time periodically correlated processes; Fourier series; stationary covariances; Fourier integral; two-dimensional periodogram; consistent estimator; nonparametric spectral analysis PDFBibTeX XMLCite \textit{H. L. Hurd}, IEEE Trans. Inf. Theory 35, No. 2, 350--359 (1989; Zbl 0672.62096) Full Text: DOI