The periodogram at the Fourier frequencies

DOI10.1016/S0304-4149(99)00086-1zbMath1025.62030MaRDI QIDQ1411876

Thomas Mikosch, Piotr S. Kokoszka

Publication date: 3 November 2003

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalitypoint processperiodogramempirical processFourier frequenciesiid sequence

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Inference from stochastic processes and spectral analysis (62M15)

Related Items (6)

The periodogram of an i.i.d. sequence. ⋮ Limit theorem for a smoothed version of the spectral test for testing the equiprobability of a binary sequence ⋮ Asymptotic spectral theory for nonlinear time series ⋮ On the CLT for discrete Fourier transforms of functional time series ⋮ The asymptotic distribution of the condition number for random circulant matrices ⋮ Empirical spectral processes for stationary state space models

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