Asymptotics for functionals of powers of a periodogram
arXiv:1503.05389 · doi:10.15559/15-VMSTA15
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.
arXiv commentPublished 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/)