A CENTRAL LIMIT THEOREM OF FOURIER TRANSFORMS OF STRONGLY DEPENDENT STATIONARY PROCESSES
From MaRDI portal
Publication:3034606
DOI10.1111/j.1467-9892.1989.tb00036.xzbMath0692.60024OpenAlexW2134696420MaRDI QIDQ3034606
Publication date: 1989
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1989.tb00036.x
Fourier transformcentral limit theoremstrictly stationary processhigher-order cumulantsfractional autoregressive integrated moving-average modelsstrongly dependent processes
Related Items
Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach, Asymptotic normality of the discrete Fourier transform of long memory time series, A frequency domain empirical likelihood for short- and long-range dependence, Fourier transforms of stationary processes, Empirical likelihood in long-memory time series models, Long memory processes and fractional integration in econometrics, The periodogram regression:correction and comments, Central limit theorem for Fourier transforms of stationary processes, Some uses if cumulants in wavelet analysis, A review of empirical likelihood methods for time series, A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence, Asymptotic spectral theory for nonlinear time series, Non-ideal Brownian motion, generalized Langevin equation and its application to the security market, Local empirical spectral measure of multivariate processes with long range dependence.
Cites Work
