6533b85dfe1ef96bd12be72b

RESEARCH PRODUCT

Self-normalized and randomly centered spectral estimates

T. MikoschC. Klüppelberg

subject

PeriodogramSample autocorrelationSelf normalizedStatistical physicsBrownian bridgeLimit theoryMathematics

description

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

yearjournalcountryeditionlanguage
1996-01-01
https://doi.org/10.1007/978-1-4612-2412-9_19