ASYMPTOTIC ANALYSIS ABOUT THE PERIODOGRAM OF A GENERAL CLASS OF TIME SERIES MODELS WITH SPECTRAL SUPPORTSON LINES NOT PARALLEL TO THE MAIN DIAGONAL

DOI10.1142/S0218348X22402691OpenAlexW4311545810MaRDI QIDQ5880768

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Publication date: 6 March 2023

Published in: Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218348x22402691

zbMATH Keywords

time seriesfractional Brownian motiondiscrete Fourier transformspectral analysisperiodogram

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx) Stochastic processes (60Gxx) Nonparametric inference (62Gxx)

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