Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes

Z. Shishebor, A.R. Soltani and A. Zamani

Journal of Multivariate Analysis, 2011, vol. 102, issue 7, 1118-1125

Abstract: In this article we shall consider a class of strongly T-periodically correlated processes with values in a separable complex Hilbert space . The periodograms of these processes and their statistical properties were previously studied by the authors. In this paper we derive the asymptotic distribution of the periodogram, that appears to be a certain Wishart distribution on .

Keywords: Hilbert; space-valued; processes; Strong; second; order; processes; Periodically; correlated; Finite; Fourier; transforms; Periodogram; Asymptotic; distribution (search for similar items in EconPapers)
Date: 2011
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0047259X11000431
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:102:y:2011:i:7:p:1118-1125

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().