Asymptotic properties of periodograms of weakly dependent functional processes

DOI10.17654/MS102010111MaRDI QIDQ4597428zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

asymptotic propertiesfunctional time seriesperiodogramsapproximable processes

Mathematics Subject Classification ID

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

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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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