The Maximum Deviation of Sample Spectral Densities
From MaRDI portal
Publication:5600588
DOI10.1214/aoms/1177698710zbMath0201.51801OpenAlexW2058045620MaRDI QIDQ5600588
John W. Van Ness, Michael B. Woodroofe
Publication date: 1967
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177698710
Related Items
Spectral Inference under Complex Temporal Dynamics, On maxima of periodograms of stationary processes, Moderate deviations for quadratic forms in Gaussian stationary processes, Testing a hypothesis about the spectrum of a linearly regular sequence, DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE, ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES, Asymptotic spectral theory for spatial data, Graphical models for nonstationary time series, Optimal rates of convergence for estimating Toeplitz covariance matrices, Covariance matrix estimation for stationary time series, Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics, Asymptotic spectral theory for nonlinear time series, ASYMPTOTICS OF SPECTRAL DENSITY ESTIMATES, Estimation for almost periodic processes, Ratio-consistent estimation for long range dependent Toeplitz covariance with application to matrix data whitening, Weak convergence of dependent empirical measures with application to subsampling in function spaces, Simultaneous inference for autocovariances based on autoregressive sieve bootstrap, On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime