Nonlinear functionals of the periodogram
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Publication:4677008
DOI10.1111/1467-9892.00277zbMath1063.62015OpenAlexW3122535970MaRDI QIDQ4677008
Philippe Soulier, Gilles Faÿ, Eric Moulines
Publication date: 20 May 2005
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00277
Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Inference from stochastic processes and spectral analysis (62M15)
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