Title of article
Uniform convergence of the empirical spectral distribution function
Author/Authors
Mikosch، نويسنده , , T. and Norvai?a، نويسنده , , R.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1997
Pages
30
From page
85
To page
114
Abstract
Let X be a linear process having a finite fourth moment. Assume F is a class of square-integrable functions. We consider the empirical spectral distribution function Jn,X based on X and indexed by F. If F is totally bounded then Jn,X satisfies a uniform strong law of large numbers. If, in addition, a metric entropy condition holds, then Jn,X obeys the uniform central limit theorem.
Keywords
Periodogram , Uniform law of large numbers , Uniform central limit theorem , Linear process , Stationary sequence , Spectral distribution function , Empirical spectral distribution function
Journal title
Stochastic Processes and their Applications
Serial Year
1997
Journal title
Stochastic Processes and their Applications
Record number
1576128
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