%0 Generic
%A Janas, Daniel
%A Sachs von, Rainer
%C Heidelberg
%D 1995
%F heidok:21345
%K Edgeworth Expansion; Periodogram; Data-taper;  Non-linear-functionals; Peak-insensitive spectral estimator
%R 10.11588/heidok.00021345
%T Consistency for Non-Linear Functions of the Periodogram of Tapered Data
%U https://archiv.ub.uni-heidelberg.de/volltextserver/21345/
%X 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.
%Z auch erschienen in: Journal of Time Series Analysis 16 (1995), 585-606