Asymptotic normality, strong mixing and spectral density estimates (Q797249)
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scientific article; zbMATH DE number 3868457
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| English | Asymptotic normality, strong mixing and spectral density estimates |
scientific article; zbMATH DE number 3868457 |
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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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0.8404543399810791
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0.800767719745636
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0.7989308834075928
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