Asymptotic distribution of spectral estimates of Ito-Wiener integrals

DOI10.1007/BF00968042zbMath0563.62012MaRDI QIDQ1057584

Liudas Giraitis

Publication date: 1984

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

stationary sequenceasymptotic normality of the spectral estimatesbounded spectral densityIto-Wiener integralrandom spectral measure of stationary Gaussian process

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• Some properties of multiple Ito integrals
• Non-central limit theorems for non-linear functional of Gaussian fields
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