Janas, Daniel ; Sachs von, Rainer
Preview |
PDF, English
Download (122kB) | Terms of use |
Citation of documents: Please do not cite the URL that is displayed in your browser location input, instead use the DOI, URN or the persistent URL below, as we can guarantee their long-time accessibility.
Abstract
We investigate the merits of using a data taper in non-linearfunctionals of the periodogram of a stationary time series. We showconsistency for a general class of statistics by the use of Edgeworthexpansion theory.
| Document type: | Working paper |
|---|---|
| Place of Publication: | Heidelberg |
| Date Deposited: | 20 Jun 2016 07:43 |
| Date: | 1995 |
| Number of Pages: | 33 |
| Faculties / Institutes: | The Faculty of Mathematics and Computer Science > Institut für Mathematik |
| DDC-classification: | 510 Mathematics |
| Uncontrolled Keywords: | Edgeworth Expansion; Periodogram; Data-taper; Non-linear-functionals; Peak-insensitive spectral estimator |
| Series: | Beiträge zur Statistik > Beiträge |
| Additional Information: | auch erschienen in: Journal of Time Series Analysis 16 (1995), 585-606 |
