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

• Дата: 1995
• Автори: Buldygin, V. V., Zayats, V. V., Булдигін, В. В., Заяц, В. В.
• Формат: Стаття
• Мова: Українська; Англійська
• Опубліковано: Institute of Mathematics, NAS of Ukraine 1995
• Онлайн доступ: https://umj.imath.kiev.ua/index.php/umj/article/view/5539
• Назва журналу: 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...