On estimating linear functionals of the covariance function of a stationary process

被引：0

作者：

Haberzettl, U ^{[1
]}

机构：

[1] UNIV STUTTGART,INST MATH A,D-70569 STUTTGART,GERMANY

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 1997年 / 15卷 / 05期

关键词：

D O I：

10.1080/07362999708809506

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A general estimator for linear functionals of the covariance function of a stationary process is investigated. The rate of convergence is obtained for a. large class of functionals. The rate depends essentially on the functional. This yields an explanation of the different rates of convergence for various spectral estimates. The asymptotic normality of the estimator is proved under integrability conditions on the cumulant functions.

引用

页码：759 / 782

页数：24

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