Add to ORKGThis paper is concerned with the estimation of the spectral measure of a stationary process. Empirical spectral processes indexed by classes of functions are considered and an equicontinuity condition and a weak convergence result for the resulting spectral process are proved. Furthermore, some applications to time series analysis are given.empirical spectral measure functional limit theorem Vapnik Cervonenkis classes time series analysis
The main goal of this thesis is to develop the theory of spectral covariances and limit theorems for...
36 pagesInternational audienceThe goal of this paper is an exhaustive investigation of the link betw...
The estimation of mutual spectral density with polynomial window of data viewing of stationary stoch...
AbstractThis paper is concerned with the estimation of the spectral measure of a stationary process....
The time series, studied e.g. in economics, biology, astronomy, constitute samples of stochastic pro...
The aim of this paper is to take stock of the important recent contributions to spectral analysis, e...
Abstract. We study weak convergence of empirical processes of dependent data (Xi)i≥0, indexed by cla...
International audienceWe study weak convergence of empirical processes of dependent data $(X_i)_{i\g...
The asymptotic normality of some spectral estimates, including a functional central limit theorem fo...
We review spectral analysis and its application in inference for stationary processes. As can be see...
In this paper, we review and clarify the construction of a spectral theory for weakly-stationary pro...
AbstractWe derive a functional central limit theorem for the empirical spectral measure or discretel...
AbstractMany qualitative properties of the spectral measure of a stationary Gaussian sequence are sp...
The time varying empirical spectral measure plays a major role in the treatment of inference problem...
Spectral analysis of stationary processes has played an essential role in the development of Time Se...
The main goal of this thesis is to develop the theory of spectral covariances and limit theorems for...
36 pagesInternational audienceThe goal of this paper is an exhaustive investigation of the link betw...
The estimation of mutual spectral density with polynomial window of data viewing of stationary stoch...
AbstractThis paper is concerned with the estimation of the spectral measure of a stationary process....
The time series, studied e.g. in economics, biology, astronomy, constitute samples of stochastic pro...
The aim of this paper is to take stock of the important recent contributions to spectral analysis, e...
Abstract. We study weak convergence of empirical processes of dependent data (Xi)i≥0, indexed by cla...
International audienceWe study weak convergence of empirical processes of dependent data $(X_i)_{i\g...
The asymptotic normality of some spectral estimates, including a functional central limit theorem fo...
We review spectral analysis and its application in inference for stationary processes. As can be see...
In this paper, we review and clarify the construction of a spectral theory for weakly-stationary pro...
AbstractWe derive a functional central limit theorem for the empirical spectral measure or discretel...
AbstractMany qualitative properties of the spectral measure of a stationary Gaussian sequence are sp...
The time varying empirical spectral measure plays a major role in the treatment of inference problem...
Spectral analysis of stationary processes has played an essential role in the development of Time Se...
The main goal of this thesis is to develop the theory of spectral covariances and limit theorems for...
36 pagesInternational audienceThe goal of this paper is an exhaustive investigation of the link betw...
The estimation of mutual spectral density with polynomial window of data viewing of stationary stoch...