Asymptotic Properties of Functionals of the Squared Periodograms for Stationary Random Fields
The paper presents conditions for the asymptotic normality of functionals of squared periodograms based on tapered data. Stationary Gaussian random fields are considered. Two limit theorems are stated: for the first one the certain condition of integrability of the spectral density of the field is a...
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| Format: | Article |
| Language: | English |
| Published: |
Austrian Statistical Society
2025-01-01
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| Series: | Austrian Journal of Statistics |
| Online Access: | https://www.ajs.or.at/index.php/ajs/article/view/1970 |
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