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Consistent estimation of the bispectral density function of a harmonizable process |
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| Authors: | H. Soedjak |
| Affiliation: | Department of Mathematics, University of California, 1251 Massachusetts Ave, Riverside No. 77, CA 92521, USA |
| Abstract: | In this note, the consistency of a bispectral density estimator of strongly harmonizable processes is obtained. A resampling procedure is used consisting of an -mixing sequence of sample paths of the process. |
| Keywords: | Strongly harmonizable process Bispectral density estimator |
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