Empirical spectral processes for stationary state space models

DOI10.1016/J.SPA.2022.10.008zbMath1508.60046arXiv2202.12589MaRDI QIDQ6392130

Celeste Mayer, Vicky Fasen-Hartmann

Publication date: 25 February 2022

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Functional limit theorems; invariance principles (60F17)

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