Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate
Work
Year: 2008
Type: article
Abstract: . We prove uniform convergence results for the integrated periodogram of a weakly dependent time series, namely a strong law of large numbers and a central limit theorem. These results are applied to ... more
Source: Journal of Time Series Analysis
Institutions Centre d'Économie de la Sorbonne, Laboratoire de Statistique Théorique et Appliquée, Central University of Venezuela
Cites: 43
Cited by: 20
Related to: 10
FWCI: 0.859
Citation percentile (by year/subfield): 88
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: green