Asymptotic normality, strong mixing and spectral density estimates (Q797249)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic normality, strong mixing and spectral density estimates |
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Asymptotic normality, strong mixing and spectral density estimates (English)
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1984
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Asymptotic normality is proven for spectral density estimates assuming strong mixing and some moment conditions. The result holds for a large class of processes that are not linear and do not require the existence of all moments.
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Asymptotic normality
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spectral density estimates
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strong mixing
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moment conditions
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