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Series Statistics Volume 9, 1978 - Issue 3
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Original Articles

Über die asymptotische verteilung des periodogramms stationärer gaussscher zufälliger folgen

Gisela Wittwer Sektion Mathematik, Technische Universität Dresden, Mommsen-str. 13, Dresden, DDR-8027
Pages 357-368 | Received 01 Jun 1977, Published online: 05 Jul 2007
 
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Abstract

For stationary Gaussian random sequences it is estimated the rate of convergence to the asymptotic distribution of the periodogram. An asymptotic expansio for the distribution function of the periodogram is given as well.

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