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ASYMPTOTIC PROPERTIES OF PERIODOGRAM FOR ALMOST PERIODICALLY CORRELATED TIME SERIES
Periodogram almost periodically correlated time series consistency
2009/9/18
The main purpose of this paper is to establish the asymptotic
properties of the expectation and variance of periodogram for nonstationary,
almost periodically correlated time series. We expand our c...
Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate
Periodogram Weak dependence Whittle estimate
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...