Spectral inference over narrow bands

DOI10.2307/3211845MaRDI QIDQ5618859zbMATH OpenOpenAlexFDO

Authors E. J. Hannan, Peter J. Thomson

Publication date 1971

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

Full work available at URL https://doi.org/10.2307/3211845

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Cited in

(3)

• Asymptotic normality of finite Fourier transforms of stationary generalized processes
• A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence
• SPECTRAL FINANCIAL ECONOMETRICS

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