Some asymptotic results for the periodogram of a stationary time series
From MaRDI portal
Publication:5336796
DOI10.1017/S1446788700025921zbMath0128.38701WikidataQ106683055 ScholiaQ106683055MaRDI QIDQ5336796
No author found.
Publication date: 1965
Published in: Journal of the Australian Mathematical Society (Search for Journal in Brave)
Related Items
On maxima of periodograms of stationary processes, Fourier transforms of stationary processes, Overlapped grouping periodogram test for detecting multiple hidden periodicities in mixed spectra, On the estimation of the parameters of a power spectrum, DETECTING SINUSOIDS IN NON-GAUSSIAN NOISE, Fisher's g Revisited, Investigation of periodicity for dependent observations, The Maximum of the Periodogram of a Sequence of Functional Data, Product of exponentials and spectral radius of random \(k\)-circulants, Poisson convergence of eigenvalues of circulant type matrices, The periodogram at the Fourier frequencies, Central limit theorem for Fourier transforms of stationary processes, Asymptotic spectral theory for nonlinear time series, On the CLT for discrete Fourier transforms of functional time series, Quenched limit theorems for Fourier transforms and periodogram, The maximum of the periodogram of a non-Gaussian sequence., Unnamed Item, The generalised autocovariance function, On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime, Higher order approximations for Wald statistics in time series regressions with integrated processes.
Cites Work
