A functional limit theorem for tapered empirical spectral functions
type: Item
instance of: scholarly article
title: A functional limit theorem for tapered empirical spectral functions
zbMATH Open document ID: 0568.60038
DOI: 10.1016/0304-4149(85)90045-6
author: R. Dahlhaus
published in: Stochastic Processes and their Applications
publication date: 1985-01-01T00:00:00Z
review text: The author shows the asymptotic normality of some spectral estimates and the tightness of tapered empirical spectral functions. Using elaborate bounds on cumulants he proves a functional limit theorem for the empirical spectral function under integrability conditions on spectra and shows that tapering increases the variance of estimates by a constant factor.
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 60G10
zbMATH DE Number: 3907475
zbMATH Keywords: spectral estimates
zbMATH Keywords: tightness of tapered empirical spectral functions
zbMATH Keywords: functional limit theorem
reviewed by: Friedrich Götze
MaRDI profile type: Publication
full work available at URL: 0304-4149(85)90045-6
OpenAlex ID: W2062501399
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description: scientific article; zbMATH DE number 3907475