Asymptotics for autocovariances and integrated periodograms for linear processes observed at lower frequencies
DOI10.1111/INSR.12019zbMATH Open1416.62519OpenAlexW1507486680MaRDI QIDQ4968587FDOQ4968587
Authors: Tobias Niebuhr, Jens-Peter Kreiß 
Publication date: 16 July 2019
Published in: International Statistical Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/insr.12019
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Cited In (6)
- A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process
- Spectral methods for small sample time series: A complete periodogram approach
- Statistical inference for spatial statistics defined in the Fourier domain
- Assessing Variability of Complex Descriptive Statistics in Monte Carlo Studies Using Resampling Methods
- An asymptotic Wiener-Itô representation for the low frequency ordinates of the periodogram of a long memory time series
- Bootstrapping continuous-time autoregressive processes
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