A functional limit theorem for tapered empirical spectral functions (Q1060489)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 3907475
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A functional limit theorem for tapered empirical spectral functions |
scientific article; zbMATH DE number 3907475 |
Statements
A functional limit theorem for tapered empirical spectral functions (English)
0 references
1985
0 references
The author shows the asymptotic normality of some spectral estimates and the tightness of tapered empirical spectral functions. Using elaborate bounds on cumulants he proves a functional limit theorem for the empirical spectral function under integrability conditions on spectra and shows that tapering increases the variance of estimates by a constant factor.
0 references
spectral estimates
0 references
tightness of tapered empirical spectral functions
0 references
functional limit theorem
0 references
0 references
0.7866169810295105
0 references
0.7860709428787231
0 references
0.7848640084266663
0 references
0.7844104170799255
0 references
0.7821866869926453
0 references
