Asymptotics for functionals of powers of a periodogram

Asymptotics for functionals of powers of a periodogram

We present large sample properties and conditions for asymptotic normality of linear functionals of powers of the periodogram constructed with the use of tapered data.

Bibliographic Details
Main Author: Lyudmyla Sakhno
Format: Article
Language:English
Published: VTeX 2015-02-01
Series:Modern Stochastics: Theory and Applications
Subjects:
Asymptotic normality
periodogram
tapered data
Online Access:https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA15

Internet

https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA15

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