Showing 1 - 10 of 53
Persistent link: https://www.econbiz.de/10002424835
Persistent link: https://www.econbiz.de/10001165292
Persistent link: https://www.econbiz.de/10001900001
Persistent link: https://www.econbiz.de/10005823101
Persistent link: https://www.econbiz.de/10005610436
Persistent link: https://www.econbiz.de/10006962808
Persistent link: https://www.econbiz.de/10005823177
We prove uniform convergence results for the integrated periodogram of a weakly dependent time series, namely a strong law of large numbers and a central limit theorem. These results are applied to Whittle's parametric estimation. Under general weak-dependence assumptions, the strong consistency...
Persistent link: https://www.econbiz.de/10005676650
Persistent link: https://www.econbiz.de/10005566936
Persistent link: https://www.econbiz.de/10005616034