A limit theorem for spectral density statistics with time shift

DOI10.1007/BF01091986zbMath0505.62082MaRDI QIDQ1836457

I. G. Zhurbenko

Publication date: 1981

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

zbMATH Keywords

stationary processspectral densitymixing conditionasymptotically normalconfidence boundestimation with time shift

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• A Moving Average Representation for Random Variables Covariance Stationary on a Finite Time Interval
• PERIODOGRAM ANALYSIS AND CONTINUOUS SPECTRA
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