A stability result for the periodogram (Q753367)

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scientific article; zbMATH DE number 4180608
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    A stability result for the periodogram
    scientific article; zbMATH DE number 4180608

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      A stability result for the periodogram (English)
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      1990
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      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)].
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      stationary Gaussian time series
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      absolutely summable autocorrelation function
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      strictly positive absolutely continuous spectral density
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