CONVERGENCE IN DISTRIBUTION OF THE PERIODOGRAM OF CHAOTIC PROCESSES
DOI10.1142/S021949370200056XzbMath1007.62076OpenAlexW2121599439MaRDI QIDQ4796470
Sílvia R. C. Lopes, Artur Oscar Lopes
Publication date: 26 March 2003
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s021949370200056x
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Inference from stochastic processes and spectral analysis (62M15) Dynamical aspects of measure-preserving transformations (37A05) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Time series analysis of dynamical systems (37M10)
Related Items (1)
Cites Work
- Recurrence times and rates of mixing
- Some simulations and applications of forecasting long-memory time-series models
- Renewal sequences and intermittency
- Limit theorems for functionals of mixing processes with applications to $U$-statistics and dimension estimation
- Parametric estimation and spectral analysis of piecewise linear maps of the interval
- The rate of convergence in ergodic theorems
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