Limiting Behavior of Functionals of the Sample Spectral Distribution
Limiting Behavior of Functionals of the Sample Spectral Distribution
The parameters of a stationary process can be viewed as functions of the spectral distribution function. This work concerns (estimators) parameters defined as integrals of $m (\geq 1)$-dimensional kernel functions with respect to the (sample) spectral distribution function. Conditions for asymptotic normality, almost sure convergence, and probability one bounds are …