Inference on Periodograms of Infinite Dimensional Discrete Time Periodically Correlated Processes

  • Zohreh Shishebor
  • Ahmad Reza Soltani
  • Ahmad Zamani
Conference paper
Part of the Contributions to Statistics book series (CONTRIB.STAT.)

In this work we shall consider two classes of periodically correlated processes with values in separable Hilbert spaces: weakly second order and strongly second order. It is proved that the sample Fourier transforms are asymptotically uncorrelated and the periodograms are asymptotically unbiased for corresponding spectral densities.


Spectral Density Bounded Variation Separable Hilbert Space Cholesky Factor White Noise Process 
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Copyright information

© Physica-Verlag Heidelberg 2008

Authors and Affiliations

  • Zohreh Shishebor
    • 1
  • Ahmad Reza Soltani
    • 2
  • Ahmad Zamani
    • 1
  1. 1.Projet Department of StatisticsShiraz UniversityIran
  2. 2.Department of Statistics and Operations ResearchKuwait UniversityKuwait

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