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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| Date: | 2000 |
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| Main Authors: | , , , |
| Format: | Article |
| Language: | Russian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2000
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/4420 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |