Author: T. Mikosch

0000000001097088

AUTHOR

T. Mikosch

showing 1 related works from this author

Self-normalized and randomly centered spectral estimates

1996

We review some limit theory for the periodogram and for integrated versions of it and explain the use of random normalizing and centering techniques.

PeriodogramSample autocorrelationSelf normalizedStatistical physicsBrownian bridgeLimit theoryMathematics

researchProduct

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