Limiting behavior of functionals of higher-order sample cumulant spectra (Q5904016): Difference between revisions

The author considers higher-order spectral densities \(f_ k(\lambda_ 1,...,\lambda_{k-1})\) of the stationary random process X(t) under certain restrictions on the k th order cumulants introduced by D. Brillinger. He establishes asymptotic distributions, almost-sure convergence, probability-one bounds for the estimators of higher-order spectral densities and their covariances. Some closely related results were obtained by the reviewer [Theory Probab. Appl. 30, 75-86 (1986); translation from Teor. Veroyatn. Primen. 30, No.1, 16-77 (1985; Zbl 0589.62082)].