Pages that link to "Item:Q1958466"
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The following pages link to Central limit theorem for Fourier transforms of stationary processes (Q1958466):
Displaying 19 items.
- Fourier analysis of stationary time series in function space (Q355089) (← links)
- Covariance matrix estimation for stationary time series (Q450046) (← links)
- Estimation for a class of nonstationary processes (Q643230) (← links)
- Almost sure invariance principles via martingale approximation (Q655321) (← links)
- On the CLT for discrete Fourier transforms of functional time series (Q730448) (← links)
- Central limit theorem for Fourier transform and periodogram of random fields (Q1715539) (← links)
- The asymptotic distribution of the condition number for random circulant matrices (Q2093404) (← links)
- Whittle estimation based on the extremal spectral density of a heavy-tailed random field (Q2105071) (← links)
- Flexibility of statistical properties for smooth systems satisfying the central limit theorem (Q2172456) (← links)
- A note on quadratic forms of stationary functional time series under mild conditions (Q2182632) (← links)
- Statistical inference of spectral estimation for continuous-time MA processes with finite second moments (Q2439929) (← links)
- Investigation of internal intermittency by way of higher-order spectral moments (Q5015134) (← links)
- A Huygens principle for diffusion and anomalous diffusion in spatially extended systems (Q5170965) (← links)
- Quenched Invariance Principles via Martingale Approximation (Q5272946) (← links)
- Short Range and Long Range Dependence (Q5272952) (← links)
- Simultaneous Statistical Inference in Dynamic Factor Models (Q5280122) (← links)
- ASYMPTOTIC ANALYSIS ABOUT THE PERIODOGRAM OF A GENERAL CLASS OF TIME SERIES MODELS WITH SPECTRAL SUPPORTSON LINES NOT PARALLEL TO THE MAIN DIAGONAL (Q5880768) (← links)
- Quenched limit theorems for Fourier transforms and periodogram (Q5963501) (← links)
- Posterior consistency for the spectral density of non‐Gaussian stationary time series (Q6049786) (← links)
