CONSISTENCY FOR NON‐LINEAR FUNCTIONS OF THE PERIODOGRAM OF TAPERED DATA (Q4864581)
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scientific article; zbMATH DE number 846067
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| English | CONSISTENCY FOR NON‐LINEAR FUNCTIONS OF THE PERIODOGRAM OF TAPERED DATA |
scientific article; zbMATH DE number 846067 |
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CONSISTENCY FOR NON‐LINEAR FUNCTIONS OF THE PERIODOGRAM OF TAPERED DATA (English)
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12 November 1996
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Edgeworth expansion
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data taper
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nonlinear functionals
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periodogram
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stationary time series
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consistency
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finite Fourier transform
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peak-insensitive spectrum estimator
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continuous spectrum
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time series
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0.8986935019493103
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0.8176190257072449
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0.8167298436164856
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0.8001959323883057
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