Asymptotic normality, strong mixing and spectral density estimates
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Publication:797249
DOI10.1214/AOP/1176993146zbMATH Open0545.62058OpenAlexW2016564773MaRDI QIDQ797249FDOQ797249
Publication date: 1984
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176993146
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Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Inference from stochastic processes and spectral analysis (62M15)
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- Estimating the Spectral Density at Frequencies Near Zero
- ESTIMATING THE QUADRATIC VARIATION SPECTRUM OF NOISY ASSET PRICES USING GENERALIZED FLAT-TOP REALIZED KERNELS
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- Spectral Inference under Complex Temporal Dynamics
- Note on the uniform convergence of density estimates for mixing random variables
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- Frequency Domain Estimation of Continuous Time Cointegrated Models with Mixed Frequency and Mixed Sample Data
- Inference of weighted \(V\)-statistics for nonstationary time series and its applications
- On mixing conditions in proving the asymptotical normality for harmonic crystals
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- Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices
- On the spectral density and asymptotic normality of weakly dependent random fields
- Asymptotic normality of the kernel estimate under dependence conditions: Application to hazard rate
- Estimation of Parameters of the Ornstein-Uhlenbeck Type Processes with Continuum of Moment Conditions
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- SPECTRAL DENSITY ESTIMATION FROM NONLINEARLY OBSERVED DATA
- Almost sure convergence of recursive density estimators for stationary mixing processes
- Inference about long run canonical correlations
- Integrated consistency of smoothed probability density estimators for stationary sequences
- Nonparametric density and regression estimation for Markov sequences without mixing assumptions
- Empirical likelihood estimation of discretely sampled processes of OU type
- Geometric ergodicity of affine processes on cones
- Fourier analysis of stationary time series in function space
- ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES
- On estimating linear functional of the covariance function of a stationary process
- Bootstrap methods for dependent data: a review
- Non‐parametric short‐ and long‐run Granger causality testing in the frequency domain
- BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION
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- HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES
- ASYMPTOTICS OF SPECTRAL DENSITY ESTIMATES
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