On some moments and distributions occurring in the theory of linear stochastic processes. ? I

Łomnicki, Z. A.; Zaremba, S. K.

doi:10.1007/bf01305937

Cited by 23 publications

(2 citation statements)

References 16 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

“…Parzen (1961) gave conditions for the convergence of m(T)(u) with probability 1. Walker (1954), Lomnicki & Zaremba (1957, Parzen (1957a) and Anderson & Walker (1964) considered the asymptotic normality of m(T(u) in the case where Xa(t) was a linear process. Walker (1954), Lomnicki & Zaremba (1957, Parzen (1957a) and Anderson & Walker (1964) considered the asymptotic normality of m(T(u) in the case where Xa(t) was a linear process.…”

Section: The Spectral Measurementioning

confidence: 99%

Asymptotic Properties of Spectral Estimates of Second Order

Brillinger

1969

Biometrika

View full text Add to dashboard Cite

JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact support@jstor.org.. Biometrika Trust is collaborating with JSTOR to digitize, preserve and extend access to Biometrika. SUMMARY Let X(t) (t = 0, ? 1, ...) be a zero mean, r vector-valued, strictly stationary time series satisfying a particular assumption about the near-independence of widely separated values.Given the values X(t) (t = 0, 1, .

show abstract

Section: The Spectral Measurementioning

confidence: 99%

Asymptotic Properties of Spectral Estimates of Second Order

Brillinger

1969

Biometrika

View full text Add to dashboard Cite

show abstract

“…Further, P(A1,,A1), P(A2,VA2), being linear functions of the sample covariances, are asymptotically normally distributed under general conditions regarding the moments of {Xt ,} (Lomnicki & Zaremba, 1959). Further, P(A1,,A1), P(A2,VA2), being linear functions of the sample covariances, are asymptotically normally distributed under general conditions regarding the moments of {Xt ,} (Lomnicki & Zaremba, 1959).…”

Section: Mixed Spectra In [2]mentioning

confidence: 99%