


































In this paper we study periodical stochastic processes, and we define the conditions that are needed by a model to be a good noise model on the circumference. The classes of processes that fit the required conditions are studied together with their expansion in random Fourier series in order to provide results about their path regularity. Finally, we discuss a simple and flexible parametric model with prescribed regularity that is used in applications, and we prove the asymptotic properties of the maximum likelihood estimates of model parameters.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。