2012 | OriginalPaper | Chapter
Asymptotic Normality of Finite Fourier Transforms of Stationary Generalized Processes
Author : David R. Brillinger
Published in: Selected Works of David Brillinger
Publisher: Springer New York
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Finite Fourier transforms of stationary mixing processes have been shown to be asymptotically normal in quite a variety of circumstances. The case of a time series
X(t)
with
t
in
R
is considered in, for example, Leonov and Shiryaev [12], Picinbono [16], Rosenblatt [19], Rozanov [21]. The case
oft
in
Z
is considered in Hannan [8, Chap.IV], in Hannan and Thomson [9], in Brillinger [5].