Far East Journal of Theoretical Statistics

The Far East Journal of Theoretical Statistics publishes original research papers and survey articles in the field of theoretical statistics, covering topics such as Bayesian analysis, multivariate analysis, and stochastic processes.

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SPECTRAL ELEMENTS ASSOCIATED TO A CYCLOSTATIONARY FUNCTION

Authors

  • Emmanuel Nicolas Cabral
  • Alain Boudou

Keywords:

cyclostationarity, random measures, spectral measures, stationary processes, unitary operators

DOI:

https://doi.org/10.17654/0972086322015

Abstract

A cyclostationary function specifies and extends the usual definition of a periodically correlated process. In this paper, we show that with any cyclostationary random function, a unique spectral measure can be associated. With a supplementary continuity hypothesis, we can also associate a unique stationary series. This is a way to consider for such a function the Principal Components Analysis in the frequency domain.

Received: July 27, 2022
Accepted: September 25, 2022

References

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Published

2022-10-21

Issue

Section

Articles

How to Cite

SPECTRAL ELEMENTS ASSOCIATED TO A CYCLOSTATIONARY FUNCTION. (2022). Far East Journal of Theoretical Statistics , 66, 105-133. https://doi.org/10.17654/0972086322015

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