On the integral of the squared periodogram

Author:

Deo Rohit S.,Chen Willa W.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference12 articles.

1. A goodness-of fit test for time series with long range dependence;Beran;J. Roy. Statist. Soc. B,1992

2. Billingsley, P., 1986. Probability and Measure, 2nd Edition. Wiley, New York.

3. Bloomfield, P., 1976. Fourier Analysis of Time Series: An Introduction. Wiley, New York.

4. Distribution of residual autocorrelations in autoregressive integrated moving average time series models;Box;J. Amer. Statist. Assoc.,1970

5. Brockwell, P., Davis, R., 1991. Time Series: Theory and Methods, 2nd Edition. Springer, New York.

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