Asymptotic properties of the periodogram of a discrete stationary process
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Publication:5554741
DOI10.2307/3212218zbMath0167.46403OpenAlexW1964517363MaRDI QIDQ5554741
Publication date: 1967
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3212218
Related Items (8)
On the distribution of the periodogram for stationary random sequences ⋮ Bandwidth selection in nonparametric regression with general errors ⋮ Fourier transforms of stationary processes ⋮ Binned modified cross–validation with dependent errors ⋮ Testing the covariance function of stationary Gaussian random fields ⋮ Central limit theorem for Fourier transforms of stationary processes ⋮ Asymptotic spectral theory for nonlinear time series ⋮ Nonparametric estimation of a regression function with dependent observations
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