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
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
Journal title :
Stochastic Processes and their Applications