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# For a,..., a C and t,..., t 0,

DOI link for For a,..., a C and t,..., t 0,

For a,..., a C and t,..., t 0, book

# For a,..., a C and t,..., t 0,

DOI link for For a,..., a C and t,..., t 0,

For a,..., a C and t,..., t 0, book

Edition 1st Edition

First Published 2004

Imprint CRC Press

Pages 4

eBook ISBN 9780429223976

## ABSTRACT

Already the following was shown in [24]. Let X, Y , and W be as above with F(x, y) = x + y, and suppose that X satisfies all of the hypotheses of Theorem 4.1. Suppose that W is stationary and uncorrelated with X and has covariance Kw(t) tending to zero at infinity and uniformly bounded fourth moments. Then the estimator µ n , N( ) constructed for the observed process Y in Theorem 4.1 converges in the sense of Theorem 4.1 to the discrete part of the associated spectral measure of X.