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Uumlber die asymptotische verteilung des periodogramms stationaumlrer gaussscher zufaumllliger folgen 

Author: Gisela Wittwer a
Affiliation:   a Sektion Mathematik, Technische Universitaumlt Dresden, Dresden
DOI: 10.1080/02331887808801436
Publication Frequency: 6 issues per year
Published in: journal Statistics, Volume 9, Issue 3 1978 , pages 357 - 368
Formats available: PDF (English)
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Abstract

For stationary Gaussian random sequences it is estimated the rate of convergence to the asymptotic distribution of the periodogram. An asymptotic expansio for the distribution function of the periodogram is given as well.
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