scientific article; zbMATH DE number 3594515

MaRDI QIDQ4160282zbMATH OpenFDO

Authors Takeaki Nagai

Publication date 1975

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Cited in

(2)

• A functional limit theorem for tapered empirical spectral functions
• Asymptotic normality of spectral estimates

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