Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate

dc.creatorBardet, Jean-Marc
dc.creatorDoukhan, Paul
dc.creatorLeón, José Rafael
dc.date2007-01-25
dc.date.accessioned2026-07-07T09:32:32Z
dc.date.available2026-07-07T09:32:32Z
dc.descriptionWe 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 to Whittle's parametric estimation. Under general weak-dependence assumptions we derive uniform limit theorems and asymptotic normality of Whittle's estimate for a large class of models. For instance the causal $θ$-weak dependence property allows a new and unified proof of those results for ARCH($\infty$) and bilinear processes. Non causal $η$-weak dependence yields the same limit theorems for two-sided linear (with dependent inputs) or Volterra processes.
dc.identifierhttps://arxiv.org/abs/math/0701739
dc.identifierhttp://arxiv.org/abs/math/0701739
dc.identifierJournal of Time Series Analysis (2008) à paraître
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/158812
dc.subjectStatistics Theory
dc.subject60F17, 60F25, 62M09, 62M10, 62M15
dc.titleUniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate
dc.typetext

Files

Collections