Asymptotic normality of cumulant spectral estimates

DOI10.1007/BF01045168MaRDI QIDQ753370zbMATH OpenOpenAlexFDO

Authors Keh-Shin Lii, Murray Rosenblatt

Publication date 1990

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01045168

zbMATH Keywords

Fourier transformasymptotic normalitysubmanifoldscumulant spectral densityhigher-order cumulant spectral estimatesstationary strong mixing processunbiased moment estimatesweighted cumulant estimates

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and spectral analysis (62M15)

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• Asymptotic Normality of Bispectral Estimates
• Asymptotic normality, strong mixing and spectral density estimates
• Nonminimum phase non-Gaussian deconvolution

Cited in

(12)

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