On the asymptotic distribution of the periodograms for the discrete time harmonizable simple processes

DOI10.1007/S11203-018-9189-5MaRDI QIDQ2316342zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 26 July 2019

Published in Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11203-018-9189-5

zbMATH Keywords

Cholesky decompositionperiodogramperiodically correlated processesdiscrete harmonizable simple processessimple random measures

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and spectral analysis (62M15) Random measures (60G57)

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Cites work

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Cited in

(4)

• ASYMPTOTIC ANALYSIS ABOUT THE PERIODOGRAM OF A GENERAL CLASS OF TIME SERIES MODELS WITH SPECTRAL SUPPORTSON LINES NOT PARALLEL TO THE MAIN DIAGONAL
• scientific article; zbMATH DE number 520097 (Why is no real title available?)
• Spectral density estimation for a class of spectrally correlated processes
• scientific article; zbMATH DE number 1054392 (Why is no real title available?)

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