Statistical distributions of time series in the frequency domain and the patterns of violation of white noise conditions

DOI10.1016/J.SPL.2005.04.035zbMATH Open1067.62097OpenAlexW2030139799MaRDI QIDQ2387336FDOQ2387336

Authors: Peijie Wang 

Publication date: 2 September 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2005.04.035

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zbMATH Keywords

Fourier transformSpectrumFrequency domain

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Inference from stochastic processes and spectral analysis (62M15) Microeconomic theory (price theory and economic markets) (91B24)

Cites Work

• PERIODOGRAM ANALYSIS AND CONTINUOUS SPECTRA
• Title not available (Why is that?)
• Statistical Spectral Analysis of Time Series Arising from Stationary Stochastic Processes
• Time series properties of aggregate output fluctuations

Cited In (1)

• On random white noise processes with memory for time series analysis

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