Fourier transforms of stationary processes

DOI10.1090/S0002-9939-04-07528-8zbMath1055.60016OpenAlexW1685166381MaRDI QIDQ4819740

Wei-Biao Wu

Publication date: 5 October 2004

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9939-04-07528-8

zbMATH Keywords

limit theoremperiodogramFourier transformationmartingale control

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Signal detection and filtering (aspects of stochastic processes) (60G35) Functional limit theorems; invariance principles (60F17)

Related Items (9)

A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS ⋮ A note on quadratic forms of stationary functional time series under mild conditions ⋮ Statistical inference of spectral estimation for continuous-time MA processes with finite second moments ⋮ Central limit theorem for Fourier transforms of stationary processes ⋮ Asymptotic spectral theory for nonlinear time series ⋮ High-frequency asymptotics for subordinated stationary fields on an abelian compact group ⋮ On the CLT for discrete Fourier transforms of functional time series ⋮ Quenched limit theorems for Fourier transforms and periodogram ⋮ SPECTRAL PROPERTIES OF CHAOTIC PROCESSES

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