On higher spectral densities of stationary processes with mixing

DOI10.1007/BF01085581zbMath0333.60034MaRDI QIDQ1228306

I. G. Zhurbenko, N. M. Zuev

Publication date: 1976

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

Mathematics Subject Classification ID

Stationary stochastic processes (60G10)

Related Items (3)

Inference for change points in high-dimensional data via selfnormalization ⋮ Adaptive Inference for Change Points in High-Dimensional Data ⋮ Asymptotic spectral theory for nonlinear time series

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On strong estimates of mixed semiinvariants of random processes
• On Consistent Estimates of the Spectrum of a Stationary Time Series
• Asymptotic properties of spectral estimates of second order

This page was built for publication: On higher spectral densities of stationary processes with mixing