CONSISTENCY FOR NON‐LINEAR FUNCTIONS OF THE PERIODOGRAM OF TAPERED DATA
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Publication:4864581
DOI10.1111/j.1467-9892.1995.tb00257.xzbMath0852.62088OpenAlexW2125450521MaRDI QIDQ4864581
Daniel Janas, Rainer von Sachs
Publication date: 12 November 1996
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1995.tb00257.x
consistencytime seriescontinuous spectrumperiodogramEdgeworth expansionstationary time seriesfinite Fourier transformnonlinear functionalsdata taperpeak-insensitive spectrum estimator
Nonparametric estimation (62G05) Point estimation (62F10) Inference from stochastic processes and spectral analysis (62M15)
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