SPECTRAL ANALYSIS WITH TAPERED DATA
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Publication:3345638
DOI10.1111/j.1467-9892.1983.tb00366.xzbMath0552.62068OpenAlexW1980277826MaRDI QIDQ3345638
Publication date: 1983
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1983.tb00366.x
weak convergenceasymptotic normalityperiodogramfunctions of bounded variationspectral estimatestapered datastrictly stationary processspectral windowcumulants of time series statisticsk-th order cumulant spectrum
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Cites Work
- Asymptotic normality of finite Fourier transforms of stationary generalized processes
- 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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