On the CLT for discrete Fourier transforms of functional time series
From MaRDI portal
Publication:730448
DOI10.1016/j.jmva.2016.11.006zbMath1397.62298arXiv1506.00970OpenAlexW2962719880MaRDI QIDQ730448
Siegfried Hörmann, Clément Cerovecki
Publication date: 28 December 2016
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1506.00970
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional limit theorems; invariance principles (60F17)
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Uses Software
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