Asymptotic properties of periodograms of weakly dependent functional processes

DOI10.17654/MS102010111zbMATH Open1396.62207OpenAlexW2625648936MaRDI QIDQ4597428FDOQ4597428

Authors: Maryam Hashemi, Atefeh Zamani 

Publication date: 13 December 2017

Published in: Far East Journal of Mathematical Sciences (FJMS) (Search for Journal in Brave)

Full work available at URL: http://www.pphmj.com/abstract/10898.htm

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zbMATH Keywords

asymptotic propertiesfunctional time seriesperiodogramsapproximable processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (2)

• Weak convergence of the function-indexed integrated periodogram for infinite variance processes
• A functional interpretation of cycloid processes: Application to the study of asymptotic behaviour

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