On asymptotic normality of estimates for correlation functions of stationary Gaussian processes in the space of continuous functions

• Date: 1995
• Main Authors: Buldygin, V. V., Zayats, V. V., Булдигін, В. В., Заяц, В. В.
• Format: Article
• Language: Ukrainian; English
• Published: Institute of Mathematics, NAS of Ukraine 1995
• Online Access: https://umj.imath.kiev.ua/index.php/umj/article/view/5539
• Journal Title: Ukrains’kyi Matematychnyi Zhurnal

We establish conditions of the weak convergence of the empirical correlogram of a stationary Gaussian process to some Gaussian process in the space of continuous functions. We prove that such a convergence holds for a broad class of stationary Gaussian processes with square integrable spectral densi...