A stability result for the periodogram
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Publication:753367
DOI10.1214/aop/1176990647zbMath0716.62092WikidataQ58650844 ScholiaQ58650844MaRDI QIDQ753367
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
stationary Gaussian time series; absolutely summable autocorrelation function; strictly positive absolutely continuous spectral density
60G15: Gaussian processes
62M15: Inference from stochastic processes and spectral analysis
60F15: Strong limit theorems
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