Limiting behavior of functionals of the sample spectral distribution

DOI10.1214/AOS/1176346333zbMath0526.60029OpenAlexW1497627613MaRDI QIDQ594462

Daniel MacRae Keenan

Publication date: 1983

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346333

zbMATH Keywords

asymptotic normalityalmost sure convergencespectral distribution functionprobability one bounds

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (1)

Nonparametric functionals of spectral distributions and their applications to time series analy\-sis

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