Asymptotic normality of the discrete Fourier transform of long memory time series

Dominique Guegan () and Dinh Tuan Pham
Additional contact information
Dominique Guegan: CREST - Centre de Recherche en Économie et Statistique - ENSAI - Ecole Nationale de la Statistique et de l'Analyse de l'Information [Bruz] - X - École polytechnique - IP Paris - Institut Polytechnique de Paris - ENSAE Paris - École Nationale de la Statistique et de l'Administration Économique - IP Paris - Institut Polytechnique de Paris - CNRS - Centre National de la Recherche Scientifique
Dinh Tuan Pham: IG - Institut Galilée - UP13 - Université Paris 13

Post-Print from HAL

Keywords: discrete Fourier transform; long memory time series (search for similar items in EconPapers)
Date: 1994-11
References: Add references at CitEc
Citations:

Published in Statistics and Probability Letters, 1994, 21 (4), pp.299-309. ⟨10.1016/0167-7152(94)00023-9⟩

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

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:hal:journl:halshs-00199350

DOI: 10.1016/0167-7152(94)00023-9

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().