The periodogram at the Fourier frequencies

Stochastic Processes and their Applications

Volumn 86, Issue 1, 2000, Pages 49-79

  Kokoszka, Piotr ^a   Mikosch, Thomas ^b,c  

^a UNIVERSITY OF LIVERPOOL   (United Kingdom)

^b UNIVERSITY OF GRONINGEN   (Netherlands)

^c EURANDOM   (Netherlands)

Author keywords

60E07; 60F05; 60F20; 60G55; 60G70; Asymptotic expansion; Asymptotic normality; Empirical process; Fourier frequency; Iid sequence; Infinite variance process; Periodogram; Point process; Primary: 62M15; Secondary: 60 02; Stable distribution; Weyl's theorem

Indexed keywords

EID: 0042026116     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(99)00086-1     Document Type: Article

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