A Limit Theorem for the Periodogram

DOI10.1214/aoms/1177706451zbMath0116.35702OpenAlexW2073555644MaRDI QIDQ5726095

Tatsuo Kawata, Salomon Bochner

Publication date: 1958

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177706451

zbMATH Keywords

probability theory

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On the distribution of the periodogram for stationary random sequences ⋮ MULTI-FREQUENTIAL PERIODOGRAM ANALYSIS AND THE DETECTION OF PERIODIC COMPONENTS IN TIME SERIES

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