On the properties of an empirical correlogram of a Gaussian process with square integrable spectral density
We study properties of an empirical correlogram of a centered stationary Gaussian process. We prove that if the spectral density of the process is square integrable, then there is a normalization effect for the correlogram and integral functionals of it.
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| Datum: | 1995 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | Russisch Englisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
1995
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/5482 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
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Ukrains’kyi Matematychnyi Zhurnal| _version_ | 1860511713092173824 |
|---|---|
| author | Buldygin, V. V. Булдыгин, В. В. Булдыгин, В. В. |
| author_facet | Buldygin, V. V. Булдыгин, В. В. Булдыгин, В. В. |
| author_sort | Buldygin, V. V. |
| baseUrl_str | https://umj.imath.kiev.ua/index.php/umj/oai |
| collection | OJS |
| datestamp_date | 2020-03-19T09:11:49Z |
| description | We study properties of an empirical correlogram of a centered stationary Gaussian process. We prove that if the spectral density of the process is square integrable, then there is a normalization effect for the correlogram and integral functionals of it. |
| first_indexed | 2026-03-24T03:17:16Z |
| format | Article |
| fulltext |
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| id | umjimathkievua-article-5482 |
| institution | Ukrains’kyi Matematychnyi Zhurnal |
| keywords_txt_mv | keywords |
| language | rus English |
| last_indexed | 2026-03-24T03:17:16Z |
| publishDate | 1995 |
| publisher | Institute of Mathematics, NAS of Ukraine |
| record_format | ojs |
| resource_txt_mv | umjimathkievua/f8/09a7f74d292b7268d04a7aef9443e4f8.pdf |
| spelling | umjimathkievua-article-54822020-03-19T09:11:49Z On the properties of an empirical correlogram of a Gaussian process with square integrable spectral density О свойствах эмпирической коррелограмы гауссовского процесса с интегрируемой в квадрате спектральной плотностью Buldygin, V. V. Булдыгин, В. В. Булдыгин, В. В. We study properties of an empirical correlogram of a centered stationary Gaussian process. We prove that if the spectral density of the process is square integrable, then there is a normalization effect for the correlogram and integral functionals of it. Розглянуїо властивості емпіричної корелограми центрованого гауссівського стаціонарного процесу. Доведено, що за умови інгегровності спекіральної щільності процессу у квадраті для корелограми та інтегральних функціоналів від неї має місце ефект нормалізації. Institute of Mathematics, NAS of Ukraine 1995-07-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/5482 Ukrains’kyi Matematychnyi Zhurnal; Vol. 47 No. 7 (1995); 876–889 Український математичний журнал; Том 47 № 7 (1995); 876–889 1027-3190 rus en https://umj.imath.kiev.ua/index.php/umj/article/view/5482/7653 https://umj.imath.kiev.ua/index.php/umj/article/view/5482/7654 Copyright (c) 1995 Buldygin V. V. |
| spellingShingle | Buldygin, V. V. Булдыгин, В. В. Булдыгин, В. В. On the properties of an empirical correlogram of a Gaussian process with square integrable spectral density |
| title | On the properties of an empirical correlogram of a Gaussian process with square integrable spectral density |
| title_alt | О свойствах эмпирической коррелограмы гауссовского процесса с интегрируемой в квадрате спектральной плотностью |
| title_full | On the properties of an empirical correlogram of a Gaussian process with square integrable spectral density |
| title_fullStr | On the properties of an empirical correlogram of a Gaussian process with square integrable spectral density |
| title_full_unstemmed | On the properties of an empirical correlogram of a Gaussian process with square integrable spectral density |
| title_short | On the properties of an empirical correlogram of a Gaussian process with square integrable spectral density |
| title_sort | on the properties of an empirical correlogram of a gaussian process with square integrable spectral density |
| url | https://umj.imath.kiev.ua/index.php/umj/article/view/5482 |
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