Asymptotics of an estimate of the spectral function of a stationary sequence

DOI10.1007/BF00966453zbMath0714.62092OpenAlexW2040543951MaRDI QIDQ751142

Z. Antoszewski

Publication date: 1990

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00966453

zbMATH Keywords

convergence in distributionperiodogramLipschitz metrichigh order spectral densitiesnongaussian seriesspectral function estimate

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• Asymptotic properties of spectral estimates of second order
• On Convergence of Stochastic Processes
• Statistical Spectral Analysis of Time Series Arising from Stationary Stochastic Processes
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