A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence

DOI10.1214/aos/1051027883zbMath1039.62087OpenAlexW1964187860MaRDI QIDQ1429319

Soumendra Nath Lahiri

Publication date: 18 May 2004

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1051027883

zbMATH Keywords

discrete Fourier transformstationaritylong-range dependenceasymptotic independence

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and spectral analysis (62M15)

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Uses Software

• longmemo

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