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On asymptotic properties of the empirical correlation matrix of a homogeneous vector-valued Gaussian field

We investigate properties of the empirical correlation matrix of a centered stationary Gaussian vector field in various function spaces. We prove that, under the condition of integrability of the square of the spectral density of the field, the normalization effect takes place for a correlogram and...

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Bibliographic Details
Date:	2000
Main Authors:	Buldygin, V. V., Demyanenko, O. O., Булдыгин, В. В., Демьяненко, О. О.
Format:	Article
Language:	Russian English
Published:	Institute of Mathematics, NAS of Ukraine 2000
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/4420
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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