Spectral inference over narrow bands

DOI10.2307/3211845zbMath0215.54802OpenAlexW4234624918MaRDI QIDQ5618859

E. J. Hannan, Peter J. Thomson

Publication date: 1971

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3211845

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Related Items (3)

SPECTRAL FINANCIAL ECONOMETRICS ⋮ Asymptotic normality of finite Fourier transforms of stationary generalized processes ⋮ A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence

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