Asymptotic distribution of the estimators of a harmonic component in a multivariate time series under m-dependence
- Authors
- Publication Date
- Jan 01, 2011
- Source
- DiVA - Academic Archive On-line
- Keywords
- Language
- English
- License
- Green
- External links
Abstract
Multivariate time series with definite harmonic structure is considered, in the special case when the marginal univariate time series are independent and asymptotically stationary to second order. The asymptotic distribution of the estimators of a harmonic component under $m$-dependence is found
