Large sample properties of spectral estimators for a class of stationary nonlinear processes

Journal of Time Series Analysis

Volumn 26, Issue 1, 2005, Pages 1-16

  Chanda, Kamal C ^a  

^a TEXAS TECH UNIVERSITY   (United States)

Author keywords

Consistency and asymptotic normality; Nonlinear processes; Spectra and polyspectra; Spectral estimators

Indexed keywords

EID: 12444321951     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2005.00387.x     Document Type: Article

References (10)

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10. SUBBA RAO, T. and GABR, M. M. (1984) An Introduction to Bispectral Analysis and Bilinear Time Series Models. Lecture Notes in Statistics, 24. New York: Springer-Verlag.