Some sampling properties of empirical characteristic functions viewed as harmonizable stochastic processes

DOI10.1016/0378-3758(87)90125-XzbMath0663.62058MaRDI QIDQ1114263

Mohsen Pourahmadi

Publication date: 1987

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

algorithmsspectral measureempirical characteristic functionharmonizable processoptimal sample timessampling approximations

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Order statistics; empirical distribution functions (62G30) Stationary stochastic processes (60G10) Nonparametric inference (62G99)

Related Items (1)

On robustness and efficiency of certain statistics involving the empirical characteristic function

Cites Work

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