Asymptotic statistical properties of spectral estimates with different tapers for discrete time processes

摘要

This paper concerns the problem of estimating the spectral density, spectral distribution and autocovariance functions on non-overlapped and overlapped intervals for a discrete parameter stationary time series with different tapers. Also, we obtain another estimate of spectral density function via different weight functions. Asymptotic statistical properties of these estimates and their limits will be considered.