Asymptotics for Autocovariances and Integrated Periodograms for Linear Processes Observed at Lower Frequencies

DOI10.1111/insr.12019zbMath1416.62519OpenAlexW1507486680MaRDI QIDQ4968587

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

zbMATH Keywords

bootstrapweak convergencelinear processintegrated periodogramautocovarianceBartlett's formula

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Inference from stochastic processes and spectral analysis (62M15)

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