Periodograms asymptotic distributions in periodically correlated processes and multivariate stationary processes: An alternative approach
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Publication:872082
DOI10.1016/j.jspi.2006.01.015zbMath1107.62100OpenAlexW2070919512MaRDI QIDQ872082
M. Azimmohseni, Ahmad Reza Soltani
Publication date: 27 March 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.2006.01.015
asymptotic distributionspectral density estimationperiodogramperiodically correlated processesmultivariate stationary processes
Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)
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Cites Work
