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Clustering behavior of finite variance partial sum processes

✍ Scribed by U. Einmahl; V. Goodman


Publisher
Springer
Year
1995
Tongue
English
Weight
683 KB
Volume
102
Category
Article
ISSN
1432-2064

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On a property of the finite Fourier part
✍ R.J. Kulperger πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 315 KB

Let {X,; n~>l} be a stationary sequence of random variables with finite variance, and dN(2) be the finite Fourier transform based on data Xi .... ,AN. Let AN(t), 0~<t~<l be the normalized process of partial sums of the finite Fourier transforms. In general, AN does not converge to a Gaussian process