Title of article
A CLT for the periodograms of a ϱ∗-mixing random field
Author/Authors
Miller، نويسنده , , Curtis، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1995
Pages
18
From page
313
To page
330
Abstract
If X is a centered, ϱ∗-mixing random field with certain weak stationarity conditions and finite fourth moments, then the fourth moments of block sums Sn grow as the square of block size n. Further, n−2d∥Sn∥44 converges to a limit which can be expressed in terms of the spectral density. This result is used to derive a CLT for periodograms of the spectral density of strictly stationary X.
Keywords
??-mixing , Spectral density , Periodogram , Weak stationarity
Journal title
Stochastic Processes and their Applications
Serial Year
1995
Journal title
Stochastic Processes and their Applications
Record number
1575816
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