A Remark on a Fourier Bounding Method of Proof for Convergence of Sums of Periodograms

Authors: Benn A.G.; Kulperger R.J.

Source: Annals of the Institute of Statistical Mathematics, Volume 50, Number 1, March 1998 , pp. 187-202(16)

Publisher: Springer

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Abstract:

This paper studies sums of periodograms in a random field setting. In a one dimensional or time series setting these can be studied using a method of cumulants, as done by Brillinger. This method does not carry over well to the random field case. Instead one should apply an argument as used by Rosenblatt. In order to have asymptotically correct confidence intervals, one needs to center these sums properly in the random field case.

Keywords: Finite Fourier transforms; periodograms; random field; cumulants

Language: English

Document Type: Regular paper

Affiliations: 1: Department of Statistical and Actuarial Sciences, The University of Western Ontario, London, Canada N6A 5B7

Publication date: 1998-03-01