Statistical analysis of broadend periodogram for continuous time stationary processes

DOI10.1016/S0096-3003(00)00099-0zbMath1018.62081MaRDI QIDQ1855099

M. A. Ghazal

Publication date: 28 January 2003

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalitytime seriesfinite Fourier transformbroadend periodogramcontinuous time stationary processesdata-window

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)

Related Items (2)

Time series with Poisson point process. ⋮ Measuring the association of stationary point processes using spectral analysis techniques

Cites Work

• Spectral estimation of continuous-time stationary processes from random sampling
• On a spectral density estimate obtained by averaging periodograms
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