Asymptotics for functionals of powers of a periodogram

Lyudmyla Sakhno

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


Asymptotic normality; periodogram; tapered data

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References


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DOI: http://dx.doi.org/10.15559/15-VMSTA15

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