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Über die asymptotische verteilung des periodogramms stationärer gaussscher zufälliger folgen |
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| Authors: | Gisela Wittwer |
| Institution: | Sektion Mathematik , Technische Universit?t Dresden , Mommsen-str. 13, Dresden, DDR-8027 |
| Abstract: | For stationary Gaussian random sequences it is estimated the rate of convergence to the asymptotic distribution of the periodogram. An asymptotic expansio for the distribution function of the periodogram is given as well. |
| Keywords: | Two-sample problem rank tests unbiasedness |