Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes (Q548644)

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scientific article; zbMATH DE number 5915057
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Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes
scientific article; zbMATH DE number 5915057

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    Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes (English)
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    29 June 2011
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    From the abstract: ``In this article, we shall consider a class of strongly \(T\)-periodically correlated processes with values in a separable complex Hilbert space \textbf{H}. The periodograms of these processes and their statistical properties were previously studied by the authors. In this paper, we derive the asymptotic distribution of the periodogram that appears to be a certain Wishart distribution on \textbf{H}\(^T\).''
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    Hilbert-space-valued processes
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    strong second order processes
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    periodically correlated
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    finite Fourier transforms
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    periodogram
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    asymptotic distribution
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