scientific article; zbMATH DE number 1944035

MaRDI QIDQ4410083zbMATH OpenFDO

Authors R. Dahlhaus, Wolfgang Polonik

Publication date 1 July 2003

zbMATH Keywords

exponential inequalitiesspectral domain

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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• Weak convergence of the function-indexed integrated periodogram for infinite variance processes
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