Janas, Daniel ; Sachs von, Rainer
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Abstract
We investigate the merits of using a data taper in non-linearfunctionals of the periodogram of a stationary time series. We showconsistency for a general class of statistics by the use of Edgeworthexpansion theory.
Document type: | Working paper |
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Place of Publication: | Heidelberg |
Date Deposited: | 20 Jun 2016 07:43 |
Date: | 1995 |
Number of Pages: | 33 |
Faculties / Institutes: | The Faculty of Mathematics and Computer Science > Institut für Mathematik |
DDC-classification: | 510 Mathematics |
Uncontrolled Keywords: | Edgeworth Expansion; Periodogram; Data-taper; Non-linear-functionals; Peak-insensitive spectral estimator |
Series: | Beiträge zur Statistik > Beiträge |
Additional Information: | auch erschienen in: Journal of Time Series Analysis 16 (1995), 585-606 |