Asymptotics for functionals of powers of a periodogram
Lyudmyla Sakhno
TL;DR
This paper investigates the large sample behavior and asymptotic normality conditions for linear functionals of powers of the periodogram, utilizing tapered data to enhance spectral analysis accuracy.
Contribution
It provides new theoretical results on the asymptotic properties of periodogram functionals with tapered data, extending existing spectral analysis methods.
Findings
Established conditions for asymptotic normality of periodogram functionals.
Derived large sample properties for tapered data spectral estimates.
Enhanced understanding of spectral analysis in large samples.
Abstract
We present large sample properties and conditions for asymptotic normality of linear functionals of powers of the periodogram constructed with the use of tapered data.
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