Limiting behavior of functionals of higher-order sample cumulant spectra

DOI10.1214/aos/1176350257zbMath0678.62094OpenAlexW2071549609MaRDI QIDQ5904016

Daniel MacRae Keenan

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1214/aos/1176350257

zbMATH Keywords

cumulantsalmost-sure convergencestationary random processestimators of higher-order spectral densitiesprobability-one bounds

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and spectral analysis (62M15)

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