Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes
DOI10.1016/J.JMVA.2011.03.005zbMATH Open1244.60038OpenAlexW2084094625MaRDI QIDQ548644FDOQ548644
A. R. Soltani, Atefeh Zamani, Z. Shishebor
Publication date: 29 June 2011
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2011.03.005
Recommendations
- Inference on periodograms of infinite dimensional discrete time periodically correlated processes
- Periodograms asymptotic distributions in periodically correlated processes and multivariate stationary processes: An alternative approach
- On infinite dimensional discrete time periodically correlated processes
- Periodically correlated autoregressive Hilbertian processes
- Inference on the asymptotic behavior of covariance operator of first-order periodically correlated autoregressive Hilbertian processes
asymptotic distributionperiodogramperiodically correlatedfinite Fourier transformsHilbert-space-valued processesstrong second order processes
Central limit and other weak theorems (60F05) Inference from stochastic processes and spectral analysis (62M15) General second-order stochastic processes (60G12) Random measures (60G57) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Convergence of stochastic processes
- Title not available (Why is that?)
- On infinite dimensional discrete time periodically correlated processes
- Periodically Correlated Random Sequences
- Central limit theorems revisited
- Inference on periodograms of infinite dimensional discrete time periodically correlated processes
- Periodically correlated autoregressive Hilbertian processes
- Periodograms asymptotic distributions in periodically correlated processes and multivariate stationary processes: An alternative approach
- Title not available (Why is that?)
- Random Vectors with Values in Complex Hilbert Spaces
- Functional and operatorial statistics. Papers presented at the 1st international workshop on functional and operational statistics (IWFOS), Toulouse, France, June 19--21, 2008.
Cited In (6)
- Periodically correlated autoregressive Hilbertian processes
- Periodograms asymptotic distributions in periodically correlated processes and multivariate stationary processes: An alternative approach
- On infinite dimensional discrete time periodically correlated processes
- Asymptotic properties of periodogram for almost periodically correlated time series
- On the asymptotic distribution of the periodograms for the discrete time harmonizable simple processes
- Title not available (Why is that?)
This page was built for publication: Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q548644)
