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A CLT for the periodograms of a [varrho]*-mixing random field

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  • Miller, Curtis

Abstract

If X is a centered, [varrho]*-mixing random field with certain weak stationarity conditions and finite fourth moments, then the fourth moments of block sums Sn grow as the square of block size n. Further, n-2d[short parallel]Sn[short parallel]44 converges to a limit which can be expressed in terms of the spectral density. This result is used to derive a CLT for periodograms of the spectral density of strictly stationary X.

Suggested Citation

  • Miller, Curtis, 1995. "A CLT for the periodograms of a [varrho]*-mixing random field," Stochastic Processes and their Applications, Elsevier, vol. 60(2), pages 313-330, December.
    • Handle: RePEc:eee:spapps:v:60:y:1995:i:2:p:313-330
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    References listed on IDEAS

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    1. Bradley, Richard C. & Bryc, Wlodzimierz, 1985. "Multilinear forms and measures of dependence between random variables," Journal of Multivariate Analysis, Elsevier, vol. 16(3), pages 335-367, June.
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