Asymptotic normality, strong mixing and spectral density estimates

DOI10.1214/AOP/1176993146MaRDI QIDQ797249zbMATH OpenOpenAlexFDO

Authors Murray Rosenblatt

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

zbMATH Keywords

moment conditionsstrong mixingAsymptotic normalityspectral density estimates

Mathematics Subject Classification ID

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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