Asymptotic normality of finite Fourier transforms of stationary generalized processes

DOI10.1016/0047-259X(82)90082-3zbMath0493.60014MaRDI QIDQ1168636

David R. Brillinger

Publication date: 1982

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

Fourier transformcumulantscentral limit theoremmixing conditionSchwartz-Bruhat distributions

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Inference from stochastic processes and spectral analysis (62M15) Generalized stochastic processes (60G20) Fourier and Fourier-Stieltjes transforms on locally compact and other abelian groups (43A25) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

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Cites Work

• On the Schwartz-Bruhat space and the Paley-Wiener theorem for locally compact Abelian groups
• On a Method of Calculation of Semi-Invariants
• Some comments on narrow band-pass filters
• Limit theorems for Fourier transforms of functionals of Gaussian sequences
• Fourier analysis of unbounded measures on locally compact abelian groups
• Stationary vector measures and positive definite translation invariant bimeasures
• Distributions sur un groupe localement compact et applications à l'étude des représentations des groupes $p$-adiques
• On tempered distributions and Bochner-Schwartz theorem on arbitrary locally compact Abelian groups
• Spectral inference over narrow bands
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