Bardet, Jean-Marc; Doukhan, Paul; León, José Rafael - In: Journal of Time Series Analysis 29 (2008) 5, pp. 906-945
We prove uniform convergence results for the integrated periodogram of a weakly dependent time series, namely a strong law of large numbers and a central limit theorem. These results are applied to Whittle's parametric estimation. Under general weak-dependence assumptions, the strong consistency...