Asymptotic normality of cumulant spectral estimates

DOI10.1007/BF01045168zbMath0716.62094OpenAlexW1999961229MaRDI QIDQ753370

Murray Rosenblatt, Keh-Shin Lii

Publication date: 1990

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01045168

zbMATH Keywords

Fourier transformasymptotic normalitysubmanifoldscumulant spectral densityhigher-order cumulant spectral estimatesstationary strong mixing processunbiased moment estimatesweighted cumulant estimates

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and spectral analysis (62M15)

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Cites Work

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• Asymptotic normality, strong mixing and spectral density estimates
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• Asymptotic Normality of Bispectral Estimates