Abstract
Finite Fourier transforms of stationary mixing processes have been shown to be asymptotically normal in quite a variety of circumstances. The case of a time series X(t) with t in R is considered in, for example, Leonov and Shiryaev [12], Picinbono [16], Rosenblatt [19], Rozanov [21]. The case oft in Z is considered in Hannan [8, Chap.IV], in Hannan and Thomson [9], in Brillinger [5].
Prepared with the partial support of National Science Foundation Grant PFR 7901642.
Received April 1981; revised May 24, 1981.
AMS 1970 subject classification: Primary 60B15, 60G20, 60F05; Secondary 43A25, 60M15.
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Brillinger, D.R. (2012). Asymptotic Normality of Finite Fourier Transforms of Stationary Generalized Processes. In: Guttorp, P., Brillinger, D. (eds) Selected Works of David Brillinger. Selected Works in Probability and Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-1344-8_6
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