搜索结果: 1-2 共查到“integrated periodogram”相关记录2条 . 查询时间(0.051 秒)
Weak convergence of the function-indexed integrated periodogram for infinite variance processes
Weak convergence the function-indexed integrated periodogram
font style='font-size:12px;'>
2010/11/24
In this paper, we study the weak convergence of the integrated periodogram indexed by classes of functions for linear processes with symmetric $\alpha$-stable innovations. Under suitable summability ...
Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate
Periodogram Weak dependence Whittle estimate
font style='font-size:12px;'>
2010/4/26
We prove uniform convergence results for the integrated periodogram of a weakly dependent time series,namely a law of large numbers and a central limit theorem. These results are applied toWhittle’s p...