Article dans une revue
Titre :
Spectral elements associated to a cyclostationary function
Auteurs :
Emmanuel Nicolas Cabral, Alin Boudou
Résumé :
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.
Journal :
Far East Journal of Theoretical Statistics
Volume :
66
Pages ou Numéro article :
105-133
Année :
2022
DOI :
DOI:10.17654/0972086322015
Date de publication :
21 October 2022
Lien de la publication :
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