CONVERGENCE IN DISTRIBUTION OF THE PERIODOGRAM OF CHAOTIC PROCESSES

@inproceedings{Lopes2002CONVERGENCEID,
  title={CONVERGENCE IN DISTRIBUTION OF THE PERIODOGRAM OF CHAOTIC PROCESSES},
  author={Artur O. Lopes and Rosana Conrado Lopes},
  year={2002}
}
In this work we analyze the convergence in distribution sense of the periodogram function (to the spectral density function) based on a time series of a stationary process Xt = (φ ◦ T )(X0) obtained from the iterations of a continuous transformation T invariant for an ergodic probability μ and a continuous function φ taking values in R. We only assume a certain rate of convergence to zero for the autocovariance coefficient of the stochastic process, that is, we assume there exist C > 0 and… CONTINUE READING

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