Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes

DOI10.1016/J.JMVA.2011.03.005zbMath1244.60038OpenAlexW2084094625MaRDI QIDQ548644

Ahmad Reza Soltani, Atefeh Zamani, Zohreh Shishebor

Publication date: 29 June 2011

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2011.03.005

zbMATH Keywords

asymptotic distributionperiodogramperiodically correlatedfinite Fourier transformsHilbert-space-valued processesstrong second order processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Inference from stochastic processes and spectral analysis (62M15) General second-order stochastic processes (60G12) Random measures (60G57) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (2)

Periodically correlated autoregressive Hilbertian processes ⋮ On the asymptotic distribution of the periodograms for the discrete time harmonizable simple processes

Cites Work

• Periodically correlated autoregressive Hilbertian processes
• Periodograms asymptotic distributions in periodically correlated processes and multivariate stationary processes: An alternative approach
• Functional and operatorial statistics. Papers presented at the 1st international workshop on functional and operational statistics (IWFOS), Toulouse, France, June 19--21, 2008.
• Inference on periodograms of infinite dimensional discrete time periodically correlated processes
• Central limit theorems revisited
• On infinite dimensional discrete time periodically correlated processes
• Random Vectors with Values in Complex Hilbert Spaces
• Periodically Correlated Random Sequences
• Convergence of stochastic processes
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