A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence

Annals of Statistics

Volumn 31, Issue 2, 2003, Pages 613-641

  Lahiri, S N ^a,b  

^a IOWA STATE UNIVERSITY   (United States)

^b Department of Statistics Center for Statistics and Applications in Forensic Evidence Iowa State University 2438 Osborn Dr Ames   (United States)

Author keywords

Asymptotic independence; Discrete Fourier transform; Long range dependence; Stationarity

Indexed keywords

EID: 0037688244     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1051027883     Document Type: Article

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