TY  - GEN
ID  - heidok21345
CY  - Heidelberg
Y1  - 1995///
UR  - https://archiv.ub.uni-heidelberg.de/volltextserver/21345/
TI  - Consistency for Non-Linear Functions of the Periodogram of Tapered Data
AV  - public
KW  - Edgeworth Expansion; Periodogram; Data-taper;
Non-linear-functionals; Peak-insensitive spectral estimator
N1  - auch erschienen in: Journal of Time Series Analysis 16 (1995), 585-606
A1  - Janas, Daniel
A1  - Sachs von, Rainer
N2  - 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.
EP  - 33
ER  -