Asymptotic normality of spectral means of Hilbert space valued random processes
DOI10.1016/J.SPA.2024.104357MaRDI QIDQ6559469
Jens-Peter Kreiß, Efstathios Paparoditis, Daniel Rademacher
Publication date: 21 June 2024
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
periodogram operatorspectral density operatorautocovariance operatorcumulant operatorspectral mean operatorweak convergence of Hilbert-Schmidt operators
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional data analysis (62R10) Inference from stochastic processes and spectral analysis (62M15) Applications of operator theory in probability theory and statistics (47N30)
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