کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1146537 957516 2011 8 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes
چکیده انگلیسی

In this article we shall consider a class of strongly TT-periodically correlated processes with values in a separable complex Hilbert space H. 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 HT.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 102, Issue 7, August 2011, Pages 1118–1125
نویسندگان
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