A stability result for the periodogram
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Publication:753367
DOI10.1214/aop/1176990647zbMath0716.62092OpenAlexW2082438234WikidataQ58650844 ScholiaQ58650844MaRDI QIDQ753367
Publication date: 1990
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176990647
stationary Gaussian time seriesabsolutely summable autocorrelation functionstrictly positive absolutely continuous spectral density
Gaussian processes (60G15) Inference from stochastic processes and spectral analysis (62M15) Strong limit theorems (60F15)
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The periodogram at the Fourier frequencies ⋮ Covariance matrix estimation for stationary time series ⋮ The maximum of the periodogram of a non-Gaussian sequence. ⋮ AN AIC TYPE ESTIMATOR FOR THE NUMBER OF COSINUSOIDS
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