A CLT for the periodograms of a \(p\)-mixing random field

DOI10.1016/0304-4149(95)00053-4zbMath0845.60044OpenAlexW2045932182MaRDI QIDQ1910901

Curtis Miller

Publication date: 2 September 1996

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

Full work available at URL: https://doi.org/10.1016/0304-4149(95)00053-4

zbMATH Keywords

central limit theoremperiodogramspectral densityweak stationarity

Mathematics Subject Classification ID

Random fields (60G60) Central limit and other weak theorems (60F05)

Related Items (9)

Kernel density estimators for random fields satisfying an interlaced mixing condition ⋮ A criterion for a continuous spectral density ⋮ Central limit theorem for Fourier transform and periodogram of random fields ⋮ A bivariate CLT under rho-prime mixing ⋮ Every ``lower psi-mixing Markov chain is ``interlaced rho-mixing ⋮ Convergence rates in the strong laws of asymptotically negatively associated random fields ⋮ Dependence and mixing for perturbations of copula-based Markov chains ⋮ Rosenthal type inequalities for \(B\)-valued strong mixing random fields and their applications ⋮ Spectral density for third order cumulants under strong mixing conditions

Cites Work

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• Multilinear forms and measures of dependence between random variables
• On the spectral density and asymptotic normality of weakly dependent random fields
• Three theorems on \(\rho^*\)-mixing random fields
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• A CLASS OF STATIONARY PROCESSES AND A CENTRAL LIMIT THEOREM
• On Strong Mixing Conditions for Stationary Gaussian Processes
• A Note on the Central Limit Theorems for Dependent Random Variables

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