A stability result for the periodogram

DOI10.1214/AOP/1176990647MaRDI QIDQ753367zbMATH OpenOpenAlexWikidataFDO

Authors D. Kharzeev

Publication date 1990

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176990647

zbMATH Keywords

stationary Gaussian time seriesabsolutely summable autocorrelation functionstrictly positive absolutely continuous spectral density

Mathematics Subject Classification ID

Gaussian processes (60G15) Inference from stochastic processes and spectral analysis (62M15) Strong limit theorems (60F15)

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(6)

• scientific article; zbMATH DE number 4102348 (Why is no real title available?)
• The periodogram at the Fourier frequencies
• The maximum of the periodogram of a non-Gaussian sequence.
• On the distribution of the periodogram for stationary random sequences
• AN AIC TYPE ESTIMATOR FOR THE NUMBER OF COSINUSOIDS
• Covariance matrix estimation for stationary time series

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