On the convergence of the spectrum of finite order approximations of stationary time series

Syamantak Datta Gupta, Ravi R. Mazumdar, Peter W. Glynn. On the convergence of the spectrum of finite order approximations of stationary time series. J. Multivariate Analysis, 121:1-21, 2013. [doi]

@article{GuptaMG13,
  title = {On the convergence of the spectrum of finite order approximations of stationary time series},
  author = {Syamantak Datta Gupta and Ravi R. Mazumdar and Peter W. Glynn},
  year = {2013},
  doi = {10.1016/j.jmva.2013.05.003},
  url = {http://dx.doi.org/10.1016/j.jmva.2013.05.003},
  researchr = {https://researchr.org/publication/GuptaMG13},
  cites = {0},
  citedby = {0},
  journal = {J. Multivariate Analysis},
  volume = {121},
  pages = {1-21},
}