Limit Processes for Co-Spectral and Quadrature Spectral Distribution Functions

DOI10.1214/AOMS/1177693497MaRDI QIDQ5623170zbMATH OpenOpenAlexFDO

Authors Ian MacNeill

Publication date 1971

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177693497

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Cited in

(6)

• A functional limit theorem for tapered empirical spectral functions
• Asymptotic normality of spectral estimates
• Functional CLT for nonparametric estimates of the spectrum and change- point problem for a spectral function
• SPECTRAL ANALYSIS WITH TAPERED DATA
• Modified cramer-von mises goodness-of-fit tests for spectral distribution functions
• Bahadur exact slopes of some tests for spectral densities

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