Quenched limit theorems for Fourier transforms and periodogram

DOI10.3150/14-BEJ658zbMath1336.60038arXiv1405.0834MaRDI QIDQ5963501

David Barrera, Magda Peligrad

Publication date: 22 February 2016

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.0834

zbMATH Keywords

Markov chains; discrete Fourier transform; spectral analysis; periodogram; stationary processes; ergodic theory; martingale approximation; quenched central limit theorem

Mathematics Subject Classification ID

60G42: Martingales with discrete parameter

60F05: Central limit and other weak theorems

60G10: Stationary stochastic processes

60J05: Discrete-time Markov processes on general state spaces

42A38: Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type

Related Items

On the functional CLT for stationary Markov chains started at a point, The asymptotic distribution of the condition number for random circulant matrices

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