Fourier transforms of stationary processes
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Cites work
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- A CENTRAL LIMIT THEOREM OF FOURIER TRANSFORMS OF STRONGLY DEPENDENT STATIONARY PROCESSES
- A central limit theorem for functions of a Markov chain with applications to shifts
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- An asymptotic Wiener-Itô representation for the low frequency ordinates of the periodogram of a long memory time series
- Asymptotic properties of the periodogram of a discrete stationary process
- Gordin's theorem and the periodogram
- Harmonic Analysis and Ergodic Theory
- Iterated Random Functions
- Limit theorems for Fourier transforms of functionals of Gaussian sequences
- Markov chains and stochastic stability
- ON GENERALIZED FRACTIONAL PROCESSES
- On convergence and growth of partial sums of Fourier series
- Some asymptotic results for the periodogram of a stationary time series
- Some results concerning the asymptotic distribution of sample Fourier transforms and periodograms for a discrete-time stationary process with a continuous spectrum
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Cited in
(32)- On discrete Fourier spectrum of a harmonic with random frequency modulation
- Stationary Fourier hyperprocesses
- Quenched limit theorems for Fourier transforms and periodogram
- A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence
- Law of the iterated logarithm for the periodogram
- Applications of the Fourier transform to probability theory and stochastic processes
- Linear Fourier and stochastic analysis
- Central limit theorem for Fourier transforms of stationary processes
- On the residual correlation of finite-dimensional discrete Fourier transforms of stationary signals (Corresp.)
- High-frequency asymptotics for subordinated stationary fields on an abelian compact group
- Statistical analysis of broadend periodogram for continuous time stationary processes
- Quenched invariance principles for the discrete Fourier transforms of a stationary process
- Central limit theorem for Fourier transform and periodogram of random fields
- A note on quadratic forms of stationary functional time series under mild conditions
- Asymptotic spectral theory for nonlinear time series
- Fourier analysis of stationary time series in function space
- Spectral analysis of non-stationary processes using the Fourier transform
- Statistical Fourier analysis: clarifications and interpretations
- Explicit formulas for Fourier transforms of distributions of some Markov processes
- SPECTRAL PROPERTIES OF CHAOTIC PROCESSES
- Fourier analysis of periodic weakly stationary processes: a note on Slutsky's observation
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- scientific article; zbMATH DE number 3852264 (Why is no real title available?)
- Some results concerning the asymptotic distribution of sample Fourier transforms and periodograms for a discrete-time stationary process with a continuous spectrum
- A Fourier analysis of extreme events
- Inference of weighted \(V\)-statistics for nonstationary time series and its applications
- A limit theorem for quadratic forms and its applications
- Statistical inference of spectral estimation for continuous-time MA processes with finite second moments
- A CENTRAL LIMIT THEOREM OF FOURIER TRANSFORMS OF STRONGLY DEPENDENT STATIONARY PROCESSES
- Fourier analysis of serial dependence measures
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- On the CLT for discrete Fourier transforms of functional time series
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