Asymptotics for functionals of powers of a periodogram
Probability
2015-03-19 v1
Abstract
We present large sample properties and conditions for asymptotic normality of linear functionals of powers of the periodogram constructed with the use of tapered data.
Keywords
Cite
@article{arxiv.1503.05389,
title = {Asymptotics for functionals of powers of a periodogram},
author = {Lyudmyla Sakhno},
journal= {arXiv preprint arXiv:1503.05389},
year = {2015}
}
Comments
Published at http://dx.doi.org/10.15559/15-VMSTA15 in the Modern Stochastics: Theory and Applications (https://www.i-journals.org/vtxpp/VMSTA) by VTeX (http://www.vtex.lt/)