Statistical analysis of broadend periodogram for continuous time stationary processes

DOI10.1016/S0096-3003(00)00099-0MaRDI QIDQ1855099zbMATH OpenFDO

Authors M. A. Ghazal

Publication date 28 January 2003

Published in Applied Mathematics and Computation (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalitytime seriesfinite Fourier transformbroadend periodogramcontinuous time stationary processesdata-window

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

• scientific article; zbMATH DE number 5617405 (Why is no real title available?)
• scientific article; zbMATH DE number 3765004 (Why is no real title available?)
• On a spectral density estimate obtained by averaging periodograms
• Spectral estimation of continuous-time stationary processes from random sampling

Cited in

(3)

• scientific article; zbMATH DE number 165576 (Why is no real title available?)
• Time series with Poisson point process.
• Measuring the association of stationary point processes using spectral analysis techniques

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