On the asymptotic distribution of the periodograms for the discrete time harmonizable simple processes (Q2316342)

The intention of the authors in this article is to present some way of an extension of the results in two previous papers from 2007: [the authors, J. Stat. Plann. Inference 137, No. 4, 1236--1242 (2007; Zbl 1107.62100); J. Time Ser. Anal. 28, No. 2, 225--240 (2007; Zbl 1150.62059)]. Simple processes and their statistical properties are studied. For these processes the periodogram is introduced and one obtains the asymptotic distribution. To visualize the image of the spectral support, the spectral support ciphering is introduced. The performance of the proposed procedure is tested on two practical examples.