{"entities":{"Q2742775":{"pageid":2753514,"ns":120,"title":"Item:Q2742775","lastrevid":83006087,"modified":"2026-05-06T22:41:04Z","type":"item","id":"Q2742775","labels":{"en":{"language":"en","value":"Some results concerning the asymptotic distribution of sample Fourier transforms and periodograms for a discrete-time stationary process with a continuous spectrum"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1650416"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2742775$9B88E127-13F9-40E3-A103-FC94A95C8E3A","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"c0eb36e5a9db02c8006c4f9382a973394be7e8b0","datavalue":{"value":"0974.62082","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2742775$9BEFEB59-DD50-4C1A-A3A5-05A1FC870C1D","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"d5c588116d9019495025e3bf4baf144a22b738bf","datavalue":{"value":"10.1111/1467-9892.00175","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2742775$52B9B31E-AE17-418F-884D-00DCABF0F090","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"5cf08832459bedd97fe9e7614e5ba16a6b0d7563","datavalue":{"value":{"entity-type":"item","numeric-id":60255,"id":"Q60255"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2742775$9E20D55B-31C8-496C-BD27-AB32D350D9EE","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"bbe75a70230035dd524404f684e8680186c503aa","datavalue":{"value":{"time":"+2001-09-23T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2742775$EFA479FB-A113-4AB1-9F7C-326821BB5A52","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"e8377d5281bd65f83a5c3556cb0d4338def0b348","datavalue":{"value":"62M15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2742775$78850833-3049-4DEB-A085-E04E92DF2EE8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"111e6ab7e1421da23c7541a67fc8b00de58fc7a9","datavalue":{"value":"62E20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2742775$1AA29266-1B0B-4EF5-B736-9439417CB44A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"c4603c40f3b09770fdbb70ee2650f252415f25c5","datavalue":{"value":"65T50","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2742775$5580866E-F005-4596-8B73-6CA0F3E20D3B","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"3fb56d777d4c9d86f961532093555f0e0533f013","datavalue":{"value":"1650416","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2742775$A1646EBF-8177-4349-816B-D99245509B45","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a7a1a8b0718a18b5a5884959192b2dd1e59173a2","datavalue":{"value":"stationary processes","type":"string"},"datatype":"string"},"type":"statement","id":"Q2742775$D11B3CDF-D9CA-44C6-84F9-727B19B5FADA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c11eb2ac89319e8b34205d83a6faed730d279cc1","datavalue":{"value":"sample Fourier transform","type":"string"},"datatype":"string"},"type":"statement","id":"Q2742775$9C061F23-2E10-49A2-807D-A1EACE91BE3C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"16346da7884e15b66476393625b79928da2f0b81","datavalue":{"value":"periodogram","type":"string"},"datatype":"string"},"type":"statement","id":"Q2742775$2C2CCAF2-BE4A-4534-B662-B35676327E13","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"af28b484763b4ba7ba6ed8fb8f470166de6a4049","datavalue":{"value":"spectral density","type":"string"},"datatype":"string"},"type":"statement","id":"Q2742775$F085DBF6-A0C6-4587-9D70-1D408FF7C9FB","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2742775$140DAA31-4D62-42E9-BEF1-D76212595D64","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"fc8f4990c5d48518a02f6515f562e4bec10462df","datavalue":{"value":"https://doi.org/10.1111/1467-9892.00175","type":"string"},"datatype":"url"},"type":"statement","id":"Q2742775$0F00C7AB-F0A0-49A9-AE4D-62B67D9DAE53","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"9bb4f682de0df5a1a9a31014a53adc0977f907db","datavalue":{"value":"W2163137964","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2742775$5A5DA0B0-65A7-4B28-9B05-14955E975C73","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"82f547a4de58c2b5605ab86a4d3f78774d5dc4fe","datavalue":{"value":{"text":"Some results concerning the asymptotic distribution of sample Fourier transforms and periodograms for a discrete-time stationary process with a continuous spectrum","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2742775$4462E0D7-17B7-4E48-8DA8-82F3BF9E8A9D","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"107f9cf14d07195e4a6ca678b219e3099b471b91","datavalue":{"value":{"entity-type":"item","numeric-id":4965655,"id":"Q4965655"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2742775$886EEF69-5F9F-4244-89F7-682BE47B7F18","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"c4ddd394bb25c20620cf493f068a37c3826cf367","datavalue":{"value":"The stationary process \\(\\{X_t,\\;t=0, 1, \\ldots\\}\\) with continuous spectrum is considered. The author supposes that \\(\\{X_t\\}\\) is linearly non-deterministic, so that it has a canonical moving-average representation \\(X_t = \\sum_{s=0}^\\infty C_s \\varepsilon_{t-s}\\), where \\(\\varepsilon_t\\) are uncorrelated. The author studies the behaviour \\((\\text{for} n \\to \\infty)\\) of a tapered Fourier transform NEWLINE\\[NEWLINEd_{n,x}(\\lambda) = h(t/n) X_t \\exp\\{ -i\\lambda t\\},\\;|\\lambda|\\leq \\pi\\;\\text{of} X_0, X_1, \\ldots, X_{n-1},NEWLINE\\]NEWLINE where \\(h(\\cdot)\\) is a tapering function on \\([0, 1]\\). It is assumed to be of bounded variation but can be otherwise arbitrary. In particular, \\(h(\\cdot) \\equiv 1\\) gives the ordinary Fourier transform. Let \\(f(\\lambda)\\) be the spectral density function of \\(X_t.\\) Let NEWLINE\\[NEWLINE D_{n, x} (\\lambda) = [{\\text Re} \\{ d_{n,x}(\\lambda)\\}, {\\text Im} \\{ d_{n,x}(\\lambda)\\}],\\quad H_2 = \\int_0^1 h^2(t) dt.NEWLINE\\]NEWLINE The main result of this paper is the following.NEWLINENEWLINENEWLINELet \\(f(\\lambda)\\) be continuous at \\(\\lambda = \\lambda_1, \\lambda_2, \\ldots, \\lambda_k (\\neq 0).\\) Then under some conditions on \\((\\varepsilon_t)\\) the following assertion holds true: NEWLINE\\[NEWLINE\\biggl\\{ D_{n,x} (\\lambda_1)(2\\pi n H_2)^{-1/2}, \\cdots,D_{n,x} (\\lambda_k)(2\\pi n H_2)^{-1/2}\\biggr\\} \\Rightarrow N(0, V),NEWLINE\\]NEWLINE where \\(N\\) is a multivariate normal distribution with zero-mean and covariance matrix \\(V\\), \\(V =\\) diag \\((V_1, \\ldots, V_k)\\) with \\(V_r =2^{-1}f(\\lambda_r) I_2\\), \\(\\lambda_r \\neq \\pi\\) and \\(V_r = f(\\lambda_r)\\), \\(\\lambda_r = \\pi_0.\\) The results are extended to processes for which \\(f(\\cdot)\\) is continuous except at \\(\\lambda =0\\), with \\(\\lim_{\\lambda \\to 0} f(\\lambda) \\lambda^{2d} = K\\), where \\(0< d < 2^{-1}\\), as is typical of certain types of processes with long-range dependence.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2742775$92FEB382-30AE-411E-BBB4-713F7BE82240","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"2c9bcc053c4548deef1a0a15ea05b51ac3e7d420","datavalue":{"value":{"entity-type":"item","numeric-id":829816,"id":"Q829816"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2742775$B33A3047-901C-4FF4-8FA3-BFB7FC69E875","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6b89855013fe8757cee581f43c938444e34ca781","datavalue":{"value":{"entity-type":"item","numeric-id":4819740,"id":"Q4819740"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"cc677ba11ab9b4798f07b245e4192a14ffd275f4","datavalue":{"value":{"amount":"+0.8414288759231567","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2742775$545DB0CE-9614-46A8-8C87-BF2415E2B9F6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5ef0b353d951687c4275405745f4f9661b157098","datavalue":{"value":{"entity-type":"item","numeric-id":1429319,"id":"Q1429319"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"946fbb0c0e3e855b029ee898759beaa1c74e1c63","datavalue":{"value":{"amount":"+0.809728741645813","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2742775$F6285248-A5E4-4577-8297-5D8C9A45AFC4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0d5c56793c607af566effacfc8a5b73f5c0da1b6","datavalue":{"value":{"entity-type":"item","numeric-id":3034606,"id":"Q3034606"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"024339924cb90d3acc12c597b516696ef61782c9","datavalue":{"value":{"amount":"+0.8097087144851685","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2742775$1E59C75F-B4CF-4F1C-866D-52E26427A8E4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1c1a7f38075dcac4a61671027e85aab693307951","datavalue":{"value":{"entity-type":"item","numeric-id":3345638,"id":"Q3345638"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3f415d266469c3312375479b40f1cd79d2b3e472","datavalue":{"value":{"amount":"+0.8096794486045837","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2742775$C2648C29-F427-406A-9D21-CF9A4D36FBC3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d8f5ea0abda880d713aff919c3d1d9e180239e75","datavalue":{"value":{"entity-type":"item","numeric-id":1433546,"id":"Q1433546"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ba5989b4c6ab012a3673104ad55e0cb943483bfe","datavalue":{"value":{"amount":"+0.8078211545944214","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2742775$D0B9968B-70C5-450E-A0E0-F12D5D024CF9","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Some results concerning the asymptotic distribution of sample Fourier transforms and periodograms for a discrete-time stationary process with a continuous spectrum","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Some_results_concerning_the_asymptotic_distribution_of_sample_Fourier_transforms_and_periodograms_for_a_discrete-time_stationary_process_with_a_continuous_spectrum"}}}}}