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ber die asymptotische verteilung des periodogramms station
rer gaussscher zuflliger folgen
Author:
Gisela Wittwer a
| Affiliation: | a Sektion Mathematik, Technische Universit t Dresden, Dresden |
DOI:
10.1080/02331887808801436
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
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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