کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1156616 958849 2013 25 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Law of the iterated logarithm for the periodogram
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Law of the iterated logarithm for the periodogram
چکیده انگلیسی

We consider the almost sure asymptotic behavior of the periodogram of stationary and ergodic sequences. Under mild conditions we establish that the limsup of the periodogram properly normalized identifies almost surely the spectral density function associated with the stationary process. Results for a specified frequency are also given. Our results also lead to the law of the iterated logarithm for the real and imaginary parts of the discrete Fourier transform. The proofs rely on martingale approximations combined with results from harmonic analysis and techniques from ergodic theory. Several applications to linear processes and their functionals, iterated random functions, mixing structures and Markov chains are also presented.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 123, Issue 11, November 2013, Pages 4065–4089
نویسندگان
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