A limit theorem for spectral density statistics with time shift

DOI10.1007/BF01091986MaRDI QIDQ1836457zbMATH OpenFDO

Authors I. G. Zhurbenko

Publication date 1981

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01091986

zbMATH Keywords

asymptotically normalconfidence boundestimation with time shiftmixing conditionspectral densitystationary process

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15)

Cites work

• A Moving Average Representation for Random Variables Covariance Stationary on a Finite Time Interval
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• PERIODOGRAM ANALYSIS AND CONTINUOUS SPECTRA

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