Asymptotic normality of the discrete Fourier transform of long memory time series
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Publication:1341361
DOI10.1016/0167-7152(94)00023-9zbMath0805.62088MaRDI QIDQ1341361
Phm Dinh Tuan, Dominique Guégan
Publication date: 9 January 1995
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(94)00023-9
discrete Fourier transform; spectral density; spectrum estimation; time-series; long-range memory processes; short-range memory
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
60F05: Central limit and other weak theorems
62M15: Inference from stochastic processes and spectral analysis
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