Functional limit theory for the spectral covariance estimator
Dominique Dehay, Jacek Leśkow · Journal of Applied Probability · 1996
Processes that exhibit repeatability in their kth-order moments are frequently studied in signal analysis. Such repeatability can be conveniently expressed with the help of almost periodicity. In particular, almost periodically correlated (APC) processes play an important role in the analysis of repeatable signals. This paper presents a study of asymptotic distributions of the estimator of the spectral covariance function for APC processes. It is demonstrated that, for a large class of APC processes, the functional central limit theorem holds.