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

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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Year of publication:	2011
Authors:	Shishebor, Z. ; Soltani, A.R. ; Zamani, A.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 102.2011, 7, p. 1118-1125
Publisher:	Elsevier
Keywords:	Hilbert space-valued processes Strong second order processes Periodically correlated Finite Fourier transforms Periodogram Asymptotic distribution

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009142902