On the limit distribution of the correlogram of a stationary Gaussian process with weak decrease in correlation
An example of the non-Gaussian limit distribution of the statistical estimate of the correlation function of a stationary Gaussian process with unbounded spectral density (or with a nonintegrable correlation function) is given.
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| Date: | 1993 |
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| Main Authors: | , , , |
| Format: | Article |
| Language: | Ukrainian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
1993
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/5971 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |
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Ukrains’kyi Matematychnyi Zhurnal| Summary: | An example of the non-Gaussian limit distribution of the statistical estimate of the correlation function of a stationary Gaussian process with unbounded spectral density (or with a nonintegrable correlation function) is given. |
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