CONSISTENCY FOR NON‐LINEAR FUNCTIONS OF THE PERIODOGRAM OF TAPERED DATA

DOI10.1111/j.1467-9892.1995.tb00257.xzbMath0852.62088OpenAlexW2125450521MaRDI QIDQ4864581

Daniel Janas, Rainer von Sachs

Publication date: 12 November 1996

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1995.tb00257.x

zbMATH Keywords

consistencytime seriescontinuous spectrumperiodogramEdgeworth expansionstationary time seriesfinite Fourier transformnonlinear functionalsdata taperpeak-insensitive spectrum estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Point estimation (62F10) Inference from stochastic processes and spectral analysis (62M15)

Related Items

Statistical inference for stationary linear models with tapered data, Moment bounds for non-linear functionals of the periodogram, Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance, Discriminant Analysis of Time Series in the Presence of Within-Group Spectral Variability, Two-stage algorithm for estimation of nonlinear functions of state vector in linear Gaussian continuous dynamical systems, Mean-square estimation of nonlinear functionals via Kalman filtering

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