A Central Limit Theorem for Periodograms Under Rho-Prime Mixing

Robert J. Niichel

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arXiv · 1307.7112

A Central Limit Theorem for Periodograms Under Rho-Prime Mixing

Robert J. Niichel

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Abstract

This paper consists of a proof of a multivariate Central Limit Theorem for "rectangular" sums of dependent complex-valued, rho-prime-mixing random variables indexed by Z^d.

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Robert J. Niichel. 2013-07-26. A Central Limit Theorem for Periodograms Under Rho-Prime Mixing. https://arxiv.org/abs/1307.7112

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