Quenched limit theorems for Fourier transforms and periodogram

DOI10.3150/14-BEJ658zbMath1336.60038arXiv1405.0834MaRDI QIDQ5963501

David Barrera, Magda Peligrad

Publication date: 22 February 2016

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.0834

zbMATH Keywords

Markov chainsdiscrete Fourier transformspectral analysisperiodogramstationary processesergodic theorymartingale approximationquenched central limit theorem

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Discrete-time Markov processes on general state spaces (60J05) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38)

Related Items (2)

On the functional CLT for stationary Markov chains started at a point ⋮ The asymptotic distribution of the condition number for random circulant matrices

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