A CLT for the periodograms of a [varrho]*-mixing random field

Curtis Miller

Stochastic Processes and their Applications, 1995, vol. 60, issue 2, 313-330

Abstract: If X is a centered, [varrho]*-mixing random field with certain weak stationarity conditions and finite fourth moments, then the fourth moments of block sums Sn grow as the square of block size n. Further, n-2d[short parallel]Sn[short parallel]44 converges to a limit which can be expressed in terms of the spectral density. This result is used to derive a CLT for periodograms of the spectral density of strictly stationary X.

Keywords: [varrho]*-mixing; Spectral; density; Periodogram; Weak; stationarity (search for similar items in EconPapers)
Date: 1995
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