On the distribution of the periodogram for stationary random sequences

DOI10.1080/02331888608801929zbMath0588.62028OpenAlexW2038862520MaRDI QIDQ3716028

G.Wittwer

Publication date: 1986

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888608801929

zbMATH Keywords

rate of convergencestationary random sequencesGaussian sequencesAsymptotic expansionsperiodogram matrixfixed frequencysequences of independent random variablesfinite number of frequenciesdistribution of the periodogram

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Exact distribution theory in statistics (62E15) Inference from stochastic processes and spectral analysis (62M15)

Related Items (1)

On The Properties Of Random Entire Functions

Cites Work

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• On empirical spectral analysis of stochastic processes
• Some Convergence Theorems for Stationary Stochastic Processes
• On the Cross Periodogram of a Stationary Gaussian Vector Process
• Asymptotic properties of the periodogram of a discrete stationary process
• Asymptotic properties of spectral estimates of second order
• An application of Fourier methods to the problem of sharpening the Berry-Esseen inequality
• A Limit Theorem for the Periodogram

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