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
Link To Document :
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