Limiting behavior of functionals of higher-order sample cumulant spectra (Q5904016)
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scientific article; zbMATH DE number 4111866
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| English | Limiting behavior of functionals of higher-order sample cumulant spectra |
scientific article; zbMATH DE number 4111866 |
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Limiting behavior of functionals of higher-order sample cumulant spectra (English)
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1987
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The author considers higher-order spectral densities \(f_ k(\lambda_ 1,...,\lambda_{k-1})\) of the stationary random process X(t) under certain restrictions on the k th order cumulants introduced by D. Brillinger. He establishes asymptotic distributions, almost-sure convergence, probability-one bounds for the estimators of higher-order spectral densities and their covariances. Some closely related results were obtained by the reviewer [Theory Probab. Appl. 30, 75-86 (1986); translation from Teor. Veroyatn. Primen. 30, No.1, 16-77 (1985; Zbl 0589.62082)].
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stationary random process
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cumulants
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almost-sure convergence
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probability-one bounds
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estimators of higher-order spectral densities
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0.8362600207328796
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0.8243710994720459
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0.793640673160553
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