A stability result for the periodogram (Q753367)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A stability result for the periodogram |
scientific article |
Statements
A stability result for the periodogram (English)
0 references
1990
0 references
For a stationary Gaussian time series with absolutely summable autocorrelation function and strictly positive absolutely continuous spectral density in [0,\(\pi\) ] certain upper and lower almost sure estimates are obtained for the maximum of the normal periodogram of \((X_ 1,...,X_ n)\) over [0,\(\pi\) ] [cf. \textit{H.-Z. An, Z.-G. Chen} and \textit{E. J. Hannan}, J. Multivariate Anal. 13, 383-400 (1983; Zbl 0517.62094)].
0 references
stationary Gaussian time series
0 references
absolutely summable autocorrelation function
0 references
strictly positive absolutely continuous spectral density
0 references