THE DISTRIBUTION OF PERIODOGRAM ORDINATES
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Publication:3965459
DOI10.1111/j.1467-9892.1980.tb00301.xzbMath0499.62085OpenAlexW2112297175MaRDI QIDQ3965459
Publication date: 1980
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1980.tb00301.x
asymptotic expansioncharacteristic functionspectrumFourier coefficientsstationary time seriescomplex empirical distributiondistribution of periodogramestimate of prediction error variance
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Order statistics; empirical distribution functions (62G30) Inference from stochastic processes and spectral analysis (62M15) Sums of independent random variables; random walks (60G50)
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