Nonparametric functionals of spectral distributions and their applications to time series analy\-sis

DOI10.1016/j.jspi.2006.06.025zbMath1104.62102OpenAlexW1972214346MaRDI QIDQ866648

Tze Leung Lai, Haipeng Xing

Publication date: 14 February 2007

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2006.06.025

zbMATH Keywords

weak convergencefrequency domainlinear processchange pointcentroid frequencyEMG studies of muscle fatigue

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

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• Limiting behavior of functionals of higher-order sample cumulant spectra

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