Asymptotic Normality, Strong Mixing and Spectral Density Estimates
Work
Year: 1984
Type: article
Abstract: Asymptotic normality is proven for spectral density estimates assuming strong mixing and a limited number of moment conditions for the process analyzed. The result holds for a large class of processes... more
Source: The Annals of Probability
Author M. Rosenblatt
Cites:
Cited by: 63
Related to: 10
FWCI: 0.512
Citation percentile (by year/subfield): 93.66
Subfield: Artificial Intelligence
Field: Computer Science
Domain: Physical Sciences
Open Access status: bronze