A Central Limit Theorem for Periodograms Under Rho-Prime Mixing
Probability
2013-07-29 v1
Abstract
This paper consists of a proof of a multivariate Central Limit Theorem for "rectangular" sums of dependent complex-valued, rho-prime-mixing random variables indexed by Z^d.
Keywords
Cite
@article{arxiv.1307.7112,
title = {A Central Limit Theorem for Periodograms Under Rho-Prime Mixing},
author = {Robert J. Niichel},
journal= {arXiv preprint arXiv:1307.7112},
year = {2013}
}
Comments
39 pages