Asymptotic normality of finite Fourier transforms of stationary generalized processes

This paper indicates a mixing condition under which a net of Fourier transforms, of a stationary generalized process over an abelian locally compact group, has a limiting normal distribution.

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Year of publication:	1982
Authors:	Brillinger, David R.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 12.1982, 1, p. 64-71
Publisher:	Elsevier
Keywords:	asymptotic normality central limit theorem Fourier transform generalized process group mixing

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

Persistent link: https://www.econbiz.de/10005221274