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Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes

Listed author(s):
  • Shishebor, Z.
  • Soltani, A.R.
  • Zamani, A.
Registered author(s):

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

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    Article provided by Elsevier in its journal Journal of Multivariate Analysis.

    Volume (Year): 102 (2011)
    Issue (Month): 7 (August)
    Pages: 1118-1125

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    Handle: RePEc:eee:jmvana:v:102:y:2011:i:7:p:1118-1125
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    1. Kundu, Subrata & Majumdar, Suman & Mukherjee, Kanchan, 2000. "Central Limit Theorems revisited," Statistics & Probability Letters, Elsevier, vol. 47(3), pages 265-275, April.
    2. anonymous, 1991. "Fed upgrades functional cost analysis program," Financial Update, Federal Reserve Bank of Atlanta, issue Win, pages 1-2,6.
    3. Soltani, A.R. & Shishebor, Z. & Zamani, A., 2010. "Inference on periodograms of infinite dimensional discrete time periodically correlated processes," Journal of Multivariate Analysis, Elsevier, vol. 101(2), pages 368-373, February.
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