publication . Other literature type . Article . 1995

On asymptotic normality of estimates for correlation functions of stationary Gaussian processes in the space of continuous functions

V. V. Buldygin; V. V. Zayats;
  • Published: 01 Nov 1995
  • Publisher: Springer Science and Business Media LLC
Abstract
We establish conditions of the weak convergence of the empirical correlogram of a stationary Gaussian process to some Gaussian process in the space of continuous functions. We prove that such a convergence holds for a broad class of stationary Gaussian processes with square integrable spectral density.
Subjects
free text keywords: General Mathematics, Gaussian function, symbols.namesake, symbols, Weak convergence, Asymptotic distribution, Mathematical optimization, Mathematical analysis, Ornstein–Uhlenbeck process, Gaussian process, Gaussian filter, Mathematics, Square-integrable function, Gaussian random field
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publication . Other literature type . Article . 1995

On asymptotic normality of estimates for correlation functions of stationary Gaussian processes in the space of continuous functions

V. V. Buldygin; V. V. Zayats;