搜索结果: 1-1 共查到“统计学 integrated periodogram”相关记录1条 . 查询时间(0.071 秒)
Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate
Periodogram Weak dependence Whittle estimate
2010/4/26
We prove uniform convergence results for the integrated periodogram of a weakly dependent time series,namely a law of large numbers and a central limit theorem. These results are applied toWhittle’s p...