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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| Date: | 1995 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Russian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
1995
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/5482 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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