Asymptotic normality of cumulant spectral estimates (Q753370)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic normality of cumulant spectral estimates |
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Asymptotic normality of cumulant spectral estimates (English)
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1990
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Let \(\{X_ t\}\), \(t=...-1,0,1,..\). be a stationary strong mixing process with E \(X_ t=0\), f(\(\lambda\)) be the cumulant spectral density of order s of the process \(X_ t\), and \(f_ n(\lambda)\) the cumulant spectral estimate of the density f(\(\lambda\)). The asymptotic normality of \(f_ n(\lambda)\) as \(n\to \infty\) is proved.
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higher-order cumulant spectral estimates
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weighted cumulant estimates
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Fourier transform
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submanifolds
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unbiased moment estimates
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stationary strong mixing process
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cumulant spectral density
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asymptotic normality
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