Gordin's theorem and the periodogram

DOI10.2307/3212842zbMath0346.60025OpenAlexW4231601288MaRDI QIDQ4115864

Holger Rootzén

Publication date: 1976

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3212842

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

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Fourier transforms of stationary processes ⋮ Central limit theorem for Fourier transforms of stationary processes ⋮ Asymptotic spectral theory for nonlinear time series ⋮ Quenched limit theorems for Fourier transforms and periodogram

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