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Cumulants for stationary mixing random sequences and applications to empirical spectral density. (English) Zbl 0684.60027

A central limit theorem is derived for a strongly mixing stationary sequence under finiteness of cumulant sums and without any mixing rate assumption. Then a law of iterated logarithm is obtained. Further, the authors study the behaviour of empirical spectral density and present some applications of general results.
Reviewer: J.Andel

MSC:

60G10 Stationary stochastic processes
60F05 Central limit and other weak theorems
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