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arXiv · 1503.05389

Asymptotics for functionals of powers of a periodogram

Lyudmyla Sakhno
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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.

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Lyudmyla Sakhno. 2015-03-18. Asymptotics for functionals of powers of a periodogram. https://doi.org/10.15559/15-vmsta15

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