Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate
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Publication:3552858
DOI10.1111/j.1467-9892.2008.00588.xzbMath1198.62087arXivmath/0701739OpenAlexW2239403635MaRDI QIDQ3552858
Paul Doukhan, José Rafael León, Jean-Marc Bardet
Publication date: 22 April 2010
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0701739
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15) Strong limit theorems (60F15)
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