Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes (Q548644)
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scientific article; zbMATH DE number 5915057
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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