平稳序列周期图积分泛函的不变原理

Invariance Principle for the Functional of Periodogram of a Stationary Time Series

研究了由鞅差序列的线性和所构成的平稳序列 对于平稳序列｛ｘｎ｝作Ｎ次观察，设ｘ１，…ｘＮ为观察值，作统计量 其中 称为周期图，置 本文证明了 在Ｃ（０，π）上弱收敛于高斯过程η（λ）：

This paper is devoted to investigating the functional of periodogram The invariance principle for the is valid for either Gaussian or non-Gaussian time series. Some results in [2][3]are the special cases of theorem 1.