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Continuous time periodically correlated processes: Spectrum and prediction

, , and . Stochastic Processes and their Applications, 49 (2): 277--295 (February 1994)

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Other publications of authors with the same name

On the spectrum of correlation autoregressive sequences, and . Stochastic Processes and their Applications, 69 (2): 179--193 (Sep 1, 1997)On detecting and modeling periodic correlation in financial data, , , and . Physica A: Statistical and Theoretical Physics, 336 (1-2): 196--205 (May 1, 2004)Continuous time periodically correlated processes: Spectrum and prediction, , and . Stochastic Processes and their Applications, 49 (2): 277--295 (February 1994)On AR(1) models with periodic and almost periodic coefficients, , and . Stochastic Processes and their Applications, 100 (1-2): 167--185 (00 2002)