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

DOI10.1007/S11203-018-9189-5zbMATH Open1425.62129OpenAlexW2886304391MaRDI QIDQ2316342FDOQ2316342

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

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• scientific article; zbMATH DE number 520097

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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• A statistical theory of reverberation and similar first-order scattered fields--I: Waveforms and the general process

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
• Title not available (Why is that?)
• Spectral density estimation for a class of spectrally correlated processes
• Title not available (Why is that?)

Uses Software

• meboot
• partsm

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