Cover Image

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.

Saved in:

Bibliographic Details
Date:	1995
Main Authors:	Buldygin, V. V., Булдыгин, В. В.
Format:	Article
Language:	Russian English
Published:	Institute of Mathematics, NAS of Ukraine 1995
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/5482
Tags:	Add Tag No Tags, Be the first to tag this record!
Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
Download file:

Institution

Ukrains’kyi Matematychnyi Zhurnal

Similar Items

On asymptotic properties of the empirical correlation matrix of a homogeneous vector-valued Gaussian field
by: Buldygin, V. V., et al.
Published: (2000)

On the limit distribution of the correlogram of a stationary Gaussian process with weak decrease in correlation
by: Leonenko, N. N., et al.
Published: (1993)

Application of the theory of square-Gaussian processes to simulation of stochastic processes
by: Kozachenko, Y., et al.
Published: (2006)

Asymptotic normality and efficiency of a weighted correlogram
by: Maiboroda, R. E., et al.
Published: (1998)

Estimates of the supremum distribution for a certain class of random processes
by: Buldygin, V. V., et al.
Published: (1993)

On a measure of integral square deviation with generalized weight for the Rosenblatt–Parzen probability density estimator
by: Babilua, P., et al.
Published: (2010)

Asymptotic properties of correlational estimates in the functional spaces. I
by: Buldygin , V. V., et al.
Published: (2025)

Asymptotic properties of correlation estimates in the functional spaces. II
by: Buldygin , V. V., et al.
Published: (1991)

Stochastic integration and one class of Gaussian random processes
by: Dorogovtsev, A. A., et al.
Published: (1998)

Canonical spectral equation for empirical covariance matrices
by: Girko, V. L., et al.
Published: (1995)

On asymptotic normality of estimates for correlation functions of stationary Gaussian processes in the space of continuous functions
by: Buldygin, V. V., et al.
Published: (1995)

On the local times for Gaussian integrators
by: O. L. Izyumtseva
Published: (2014)

Empirical Estimate for the Maximum Element Number of a Nonredundant Configuration on Square Array Antenna
by: Kopilovich, L. E.
Published: (2012)

Empirical Estimate for the Maximum Element Number of a Nonredundant Configuration on Square Array Antenna
by: Kopilovich, L.E.
Published: (2009)

Karamata theorem for regularly log-periodic functions
by: Buldygin, V. V., et al.
Published: (2012)

Strong Law of Large Numbers with Operator Normalizations for Martingales and Sums of Orthogonal Random Vectors
by: Buldygin, V. V., et al.
Published: (2000)

О свойствах эмпирической коррелограмы гауссовского процесса с интегрируемой в квадрате спектральной плотностью
by: Булдыгин, В.В.
Published: (1995)

О сходимости рядов Фурье стационарных гауссовских процессов
by: Булдыгин, В.В.
Published: (1987)

Correlogram estimation of response functions of linear systems in scheme of some independent samples
by: I. P. Blazhievska
Published: (2011)

Asymptotic Expansion of the Moments of Correlogram Estimator for the Random-Noise Covariance Function in the Nonlinear Regression Model
by: Ivanov, O. V., et al.
Published: (2014)

A property of the β-Cauchy-type integral with continuous density
by: Abreu Blaya, R., et al.
Published: (2008)

A property of the β-Cauchy-type integral with continuous density
by: Abreu, Blaya R., et al.
Published: (2008)

Solvation in atomic liquids: connection between Gaussian field theory and density functional theory
by: Sergiievskyi, V., et al.
Published: (2017)

Large deviations of a correlogram estimator of the random noise covariance function in a nonlinear regression model
by: K. K. Moskvychova
Published: (2016)

Asymptotic Expansion of the Moments of Correlogram Estimator for the Random-Noise Covariance Function in the Nonlinear Regression Model
by: O. V. Ivanov, et al.
Published: (2014)

On the Whittle Estimator of the Parameter of Spectral Density of Random Noise in the Nonlinear Regression Model
by: Ivanov, O. V., et al.
Published: (2015)

Clark representation for local times of self-intersection of Gaussian integrators
by: Izyumtseva, O. L., et al.
Published: (2018)

On the thermodynamic properties of the generalized Gaussian core model
by: Mladek, B.M., et al.
Published: (2005)

PERIODIC AND SPORADIC VARIATIONS IN THE SPECTRAL FLUX DENSITY OF THE CAS A SUPERNOVA REMNANT
by: Gorbunov, A. A., et al.
Published: (2020)

Periodic and Sporadic Variations in the Spectral Flux Density of the Cas A Supernova Remnant
by: A. A. Gorbunov, et al.
Published: (2020)

Estimates for the Gaussian Curvature of a Strictly Convex Surface and its Integral Parameters
by: V. I. Babenko
Published: (2018)

Estimates for the Gaussian Curvature of a Strictly Convex Surface and its Integral Parameters
by: Babenko, V.I.
Published: (2018)

Estimation of the Rounding Error of the Algorithm for Calculating the Estimate of the Spectral Density
by: Коломис, Олена Миколаївна
Published: (2019)

Estimation of the Rounding Error of the Algorithm for Calculating the Estimate of the Spectral Density
by: O. M. Kolomys
Published: (2019)

Spectral densities and diagrams of states of one-dimensional ionic Pauli conductor
by: Stasyuk, I.V., et al.
Published: (2011)

Clark representation for local times of self-intersection of Gaussian integrators
by: A. A. Dorogovtsev, et al.
Published: (2018)

Critical properties of the antiferromagnetic decorated Ising model on a square lattice
by: V. A. Mutajlamov, et al.
Published: (2020)

On the Whittle Estimator of the Parameter of Spectral Density of Random Noise in the Nonlinear Regression Model
by: O. V. Ivanov, et al.
Published: (2015)

Simulations of Gaussian stationary random processes with continuous spectrum
by: A. O. Pashko
Published: (2014)

Baxter type theorems for generalized random Gaussian processes
by: S. M. Krasnitskiy, et al.
Published: (2016)