论文信息 - Consistent estimation of the bispectral density function of a harmonizable process - 字舞流文

Consistent estimation of the bispectral density function of a harmonizable process

In this note, the consistency of a bispectral density estimator of strongly harmonizable processes is obtained. A resampling procedure is used consisting of an α-mixing sequence of sample paths of the process.

H. Soedjak | H. Soedjak

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