Asymptotics for functionals of powers of a periodogram
Volume 1, Issue 2 (2014), pp. 181–194
Pub. online: 4 February 2015
Type: Research Article
Open Access
Open Access
Received
22 November 2014
22 November 2014
Accepted
8 January 2015
8 January 2015
Published
4 February 2015
4 February 2015
Abstract
We present large sample properties and conditions for asymptotic normality of linear functionals of powers of the periodogram constructed with the use of tapered data.
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