Limiting behavior of functionals of higher-order sample cumulant spectra

DOI10.1214/AOS/1176350257MaRDI QIDQ5916454zbMATH OpenOpenAlexFDO

Authors Daniel MacRae Keenan

Publication date 1987

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

Full work available at URL https://doi.org/10.1214/aos/1176350257

zbMATH Keywords

almost-sure convergencecumulant spectrafunctionalshigher order parametrizationslimiting behaviornon-Gaussianitynonlinearityprobability-one boundstime irreversibilitytime series

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

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