ON THE COVARIANCE OF THE PERIODOGRAM

DOI10.1111/j.1467-9892.1982.tb00342.xzbMath0506.62074OpenAlexW2042027176MaRDI QIDQ4743621

Harald E. Krogstad

Publication date: 1982

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1982.tb00342.x

zbMATH Keywords

asymptotic propertiescovariance of periodogrammean square consistency of estimates of spectral momentszero mean fourth order stationary stochastic process

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15)

Related Items (2)

MULTI-FREQUENTIAL PERIODOGRAM ANALYSIS AND THE DETECTION OF PERIODIC COMPONENTS IN TIME SERIES ⋮ A Note on the Behaviour of Nonparametric Density and Spectral Density Estimators at Zero Points of their Support

Cites Work

• Some Problems in the Spectral Theory of Higher-Order Moments. I
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