Article ID Journal Published Year Pages File Type
1146537 Journal of Multivariate Analysis 2011 8 Pages PDF
Abstract

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.

Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
Authors
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