A stability result for the periodogram

DOI10.1214/AOP/1176990647zbMATH Open0716.62092OpenAlexW2082438234WikidataQ58650844 ScholiaQ58650844MaRDI QIDQ753367FDOQ753367

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

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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)

Cited In (6)

• Title not available (Why is that?)
• 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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