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November, 1995 Empirical Spectral Processes and Their Applications to Stationary Point Processes
Michael Eichler
Ann. Appl. Probab. 5(4): 1161-1176 (November, 1995). DOI: 10.1214/aoap/1177004610

Abstract

We consider empirical spectral processes indexed by classes of functions for the case of stationary point processes. Conditions for the measurability and equicontinuity of these processes and a weak convergence result are established. The results can be applied to the spectral analysis of point processes. In particular, we discuss the application to parametric and nonparametric spectral density estimation.

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Michael Eichler. "Empirical Spectral Processes and Their Applications to Stationary Point Processes." Ann. Appl. Probab. 5 (4) 1161 - 1176, November, 1995. https://doi.org/10.1214/aoap/1177004610

Information

Published: November, 1995
First available in Project Euclid: 19 April 2007

zbMATH: 0851.60021
MathSciNet: MR1384370
Digital Object Identifier: 10.1214/aoap/1177004610

Subjects:
Primary: 60F05
Secondary: 60G55 , 62M15

Keywords: empirical spectral process , functional central limit theorem , Point processes , spectral density estimation

Rights: Copyright © 1995 Institute of Mathematical Statistics

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Vol.5 • No. 4 • November, 1995
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