Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series

DOI10.3150/10-BEJ269zbMath1284.62564arXiv1102.2064MaRDI QIDQ637103

Łukasz Lenart

Publication date: 2 September 2011

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1102.2064

zbMATH Keywords

consistencyspectral analysissubsampling\(\alpha \)-mixing propertiesalmost periodically correlated time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Inference from stochastic processes and spectral analysis (62M15)

Related Items (8)

ASYMPTOTIC ANALYSIS ABOUT THE PERIODOGRAM OF A GENERAL CLASS OF TIME SERIES MODELS WITH SPECTRAL SUPPORTSON LINES NOT PARALLEL TO THE MAIN DIAGONAL ⋮ Prediction for the processes with almost cyclostationary structure ⋮ Spectral Density Estimation for Nonstationary Data With Nonzero Mean Function ⋮ Generalized subsampling procedure for non-stationary time series ⋮ Convolved subsampling estimation with applications to block bootstrap ⋮ Block bootstrap for periodic characteristics of periodically correlated time series ⋮ Generalized Resampling Scheme With Application to Spectral Density Matrix in Almost Periodically Correlated Class of Time Series ⋮ Block Bootstrap for Poisson‐Sampled Almost Periodic Processes

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