Asymptotic normality of cumulant spectral estimates

DOI10.1007/BF01045168zbMATH Open0716.62094OpenAlexW1999961229MaRDI QIDQ753370FDOQ753370

Murray Rosenblatt, Keh-Shin Lii

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)

Cites Work

• Title not available (Why is that?)
• Asymptotic normality, strong mixing and spectral density estimates
• Nonminimum phase non-Gaussian deconvolution
• Title not available (Why is that?)
• Asymptotic Normality of Bispectral Estimates

Cited In (8)

• Title not available (Why is that?)
• Asymptotic Normality Through Factorial Cumulants and Partition Identities
• Higher-order accurate polyspectral estimation with flat-top lag-windows
• Title not available (Why is that?)
• DETECTING SINUSOIDS IN NON-GAUSSIAN NOISE
• Group action on a lattice and an application to time series analysis
• Quadratic prediction of time series via auto-cumulants
• Asymptotic normality of some Hermitian forms with complex noisy data

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