Modelling Asymptotic normality of random sampling estimators for almost periodically correlated proccesses

by D. Dehay and V. Monsan.

Abstract: In this note, we establish the asymptotic normality of the estimators of the spectral density functions constructed from random sampling of a almost periodically correlated process. This result is obtained under mixing hypotheses of the cumulants of the process.

Key Words: Almost periodic process, cumulant, cyclostationary process, spectral estimation, random sampling, normality

Dominique Dehay,
Vincent Monsan,

Editor: Avner Bar-Her,

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