A functional limit theorem for tapered empirical spectral functions
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Publication:1060489
DOI10.1016/0304-4149(85)90045-6zbMath0568.60038OpenAlexW2062501399MaRDI QIDQ1060489
Publication date: 1985
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(85)90045-6
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Functional limit theorems; invariance principles (60F17)
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Cites Work
- SPECTRAL ANALYSIS WITH TAPERED DATA
- Invariance principles for dependent variables
- The Asymptotic Behavior of an Estimate for the Spectral Function of a Stationary Gaussian Process
- On Estimation of the Spectral Function of a Stationary Gaussian Process
- Asymptotic properties of spectral estimates of second order
- Limit Processes for Co-Spectral and Quadrature Spectral Distribution Functions
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