Limiting behavior of functionals of the sample spectral distribution

DOI10.1214/AOS/1176346333MaRDI QIDQ594462zbMATH OpenOpenAlexFDO

Authors Daniel MacRae Keenan

Publication date 1983

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

Full work available at URL https://doi.org/10.1214/aos/1176346333

zbMATH Keywords

asymptotic normalityalmost sure convergencespectral distribution functionprobability one bounds

Mathematics Subject Classification ID

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

Cited in

(1)

• Nonparametric functionals of spectral distributions and their applications to time series analy\-sis

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