Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes

DOI10.1016/J.JMVA.2011.03.005MaRDI QIDQ548644zbMATH OpenOpenAlexFDO

Authors Z. Shishebor, A. R. Soltani, Atefeh Zamani

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

zbMATH Keywords

asymptotic distributionperiodogramperiodically correlatedfinite Fourier transformsHilbert-space-valued processesstrong second order processes

Mathematics Subject Classification ID

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)

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Cites work

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• Inference on periodograms of infinite dimensional discrete time periodically correlated processes
• On infinite dimensional discrete time periodically correlated processes
• Periodically Correlated Random Sequences
• Periodically correlated autoregressive Hilbertian processes
• Periodograms asymptotic distributions in periodically correlated processes and multivariate stationary processes: An alternative approach
• Random Vectors with Values in Complex Hilbert Spaces

Cited in

(8)

• Inference on the asymptotic behavior of covariance operator of first-order periodically correlated autoregressive Hilbertian processes
• Periodically correlated autoregressive Hilbertian processes
• 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
• Asymptotic properties of periodogram for almost periodically correlated time series
• On the asymptotic distribution of the periodograms for the discrete time harmonizable simple processes
• scientific article; zbMATH DE number 1054392 (Why is no real title available?)

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