A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence (Q1429319): Difference between revisions

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scientific article

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English	A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence	scientific article

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scholarly article

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title

A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence (English)

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zbMATH Open document ID

1039.62087

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DOI

10.1214/aos/1051027883

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published in

The Annals of Statistics

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publication date

18 May 2004

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Mathematics Subject Classification ID

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asymptotic independence

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discrete Fourier transform

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long-range dependence

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stationarity

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author

Soumendra Nath Lahiri

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describes a project that uses

longmemo

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1214/aos/1051027883

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OpenAlex ID

W1964187860

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cites work

On large-sample estimation for the mean of a stationary random sequence

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Q4865042

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Time series: theory and methods.

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Q4040465

0 references

SPECTRAL ANALYSIS WITH TAPERED DATA

0 references

Asymptotic normality of spectral estimates

0 references

A frequency domain bootstrap for ratio statistics in time series analysis

0 references

Q5822308

0 references

Q5624436

0 references

On bootstrapping kernel spectral estimates

0 references

Q4124141

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THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS

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AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING

0 references

Q5612941

0 references

Spectral inference over narrow bands

0 references

Fractional differencing

0 references

A central limit theorem for stationary processes and the parameter estimation of linear processes

0 references

ASYMPTOTICS FOR THE LOW-FREQUENCY ORDINATES OF THE PERIODOGRAM OF A LONG-MEMORY TIME SERIES

0 references

The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series

0 references

On the Fourier series of a stationary stochastic process

0 references

On the Fourier series of a stationary process. II

0 references

Discrimination between monotonic trends and long-range dependence

0 references

Fractional Brownian Motions, Fractional Noises and Applications

0 references

Broadband log-periodogram regression of time series with long-range dependence

0 references

Asymptotic normality of the discrete Fourier transform of long memory time series

0 references

On the errors-in-variables problem for time series

0 references

Log-periodogram regression of time series with long range dependence

0 references

Convergence of integrated processes of arbitrary Hermite rank

0 references

Gaussian Semiparametric Estimation of Non-stationary Time Series

0 references

Non-stationary log-periodogram regression

0 references

A CENTRAL LIMIT THEOREM OF FOURIER TRANSFORMS OF STRONGLY DEPENDENT STATIONARY PROCESSES

0 references

Q3048119

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:1429319

@@ Property / cites work @@
+On large-sample estimation for the mean of a stationary random sequence
+Normal rank
@@ Property / cites work @@
+Q4865042
@@ Property / cites work: Q4865042 / rank @@
+Normal rank
@@ Property / cites work @@
+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
+Normal rank
@@ Property / cites work @@
+Q4040465
@@ Property / cites work: Q4040465 / rank @@
+Normal rank
@@ Property / cites work @@
+SPECTRAL ANALYSIS WITH TAPERED DATA
@@ Property / cites work: SPECTRAL ANALYSIS WITH TAPERED DATA / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic normality of spectral estimates
@@ Property / cites work: Asymptotic normality of spectral estimates / rank @@
+Normal rank
@@ Property / cites work @@
+A frequency domain bootstrap for ratio statistics in time series analysis
+Normal rank
@@ Property / cites work @@
+Q5822308
@@ Property / cites work: Q5822308 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5624436
@@ Property / cites work: Q5624436 / rank @@
+Normal rank
@@ Property / cites work @@
+On bootstrapping kernel spectral estimates
@@ Property / cites work: On bootstrapping kernel spectral estimates / rank @@
+Normal rank
@@ Property / cites work @@
+Q4124141
@@ Property / cites work: Q4124141 / rank @@
+Normal rank
@@ Property / cites work @@
+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
+Normal rank
@@ Property / cites work @@
+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
+Normal rank
@@ Property / cites work @@
+Q5612941
@@ Property / cites work: Q5612941 / rank @@
+Normal rank
@@ Property / cites work @@
+Spectral inference over narrow bands
@@ Property / cites work: Spectral inference over narrow bands / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional differencing
@@ Property / cites work: Fractional differencing / rank @@
+Normal rank
@@ Property / cites work @@
+A central limit theorem for stationary processes and the parameter estimation of linear processes
+Normal rank
@@ Property / cites work @@
+ASYMPTOTICS FOR THE LOW-FREQUENCY ORDINATES OF THE PERIODOGRAM OF A LONG-MEMORY TIME SERIES
+Normal rank
@@ Property / cites work @@
+The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series
+Normal rank
@@ Property / cites work @@
+On the Fourier series of a stationary stochastic process
+Normal rank
@@ Property / cites work @@
+On the Fourier series of a stationary process. II
@@ Property / cites work: On the Fourier series of a stationary process. II / rank @@
+Normal rank
@@ Property / cites work @@
+Discrimination between monotonic trends and long-range dependence
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+Broadband log-periodogram regression of time series with long-range dependence
+Normal rank
@@ Property / cites work @@
+Asymptotic normality of the discrete Fourier transform of long memory time series
+Normal rank
@@ Property / cites work @@
+On the errors-in-variables problem for time series
+Normal rank
@@ Property / cites work @@
+Log-periodogram regression of time series with long range dependence
+Normal rank
@@ Property / cites work @@
+Convergence of integrated processes of arbitrary Hermite rank
+Normal rank
@@ Property / cites work @@
+Gaussian Semiparametric Estimation of Non-stationary Time Series
+Normal rank
@@ Property / cites work @@
+Non-stationary log-periodogram regression
@@ Property / cites work: Non-stationary log-periodogram regression / rank @@
+Normal rank
@@ Property / cites work @@
+A CENTRAL LIMIT THEOREM OF FOURIER TRANSFORMS OF STRONGLY DEPENDENT STATIONARY PROCESSES
+Normal rank
@@ Property / cites work @@
+Q3048119
@@ Property / cites work: Q3048119 / rank @@
+Normal rank