On a spectral density estimate obtained by averaging periodograms
DOI10.2307/3213863zbMATH Open0581.62078OpenAlexW2086189195MaRDI QIDQ3703149FDOQ3703149
Authors: R. Dahlhaus 
Publication date: 1985
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3213863
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asymptotic normalitycentral limit theoremmean square errorrates of convergencespectral density estimateaverage of periodogramsKolmogorov-Zhurbenko windowreal-valued stationary time seriesscale parameter windowstime- shift estimatorTukey-Hanning window
Central limit and other weak theorems (60F05) Inference from stochastic processes and spectral analysis (62M15)
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