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Harmonic analysis tools for statistical inference in the spectral domain

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Dependence in Probability and Statistics

Part of the book series: Lecture Notes in Statistics ((LNS,volume 200))

Abstract

We present here an extension of the theorem on asymptotic behavior of Fejér graph integrals stated in [7] to the case of integrals with more general kernels which allow for tapering. As a corollary, asymptotic normality results for tapered estimators are derived.

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References

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Author information

Authors and Affiliations

  1. Département de Mathématiques, Université de Pau et des Pays de l’Adour, Avenue de l’Université - BP 1155, 64013, Pau Cedex, France

    Florin Avram

  2. Cardiff School of Mathematics, Cardiff University, Senghennydd Road, Cardiff, CF24 4AG, UK

    Nikolai Leonenko

  3. Department of Probability Theory and Mathematical Statistics, Kyiv National Taras Shevchenko University, Kiev, Ukraine

    Ludmila Sakhno

Authors
  1. Florin Avram
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  2. Nikolai Leonenko
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  3. Ludmila Sakhno
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Corresponding author

Correspondence to Florin Avram .

Editor information

Editors and Affiliations

  1. UFR Sciences-Techniques, avenue Adolphe-Chauvin 2, Pontoise, 95302, France

    Paul Doukhan

  2. , UMR MIA 518, INRA AgroParisTech, Paris, 75005, France

    Gabriel Lang

  3. Stochastic Processes Department, Akademijos str. 4, Vilnius, 08412, Lithuania

    Donatas Surgailis

  4. Aarhus University, School of Economics, CREATES, Bartholins Allé 10, Aarhus C, 8000, Denmark

    Gilles Teyssière

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Avram, F., Leonenko, N., Sakhno, L. (2010). Harmonic analysis tools for statistical inference in the spectral domain. In: Doukhan, P., Lang, G., Surgailis, D., Teyssière, G. (eds) Dependence in Probability and Statistics. Lecture Notes in Statistics(), vol 200. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-14104-1_4

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