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.
Saved in:
| Date: | 1993 |
|---|---|
| Main Authors: | , , , |
| Format: | Article |
| Language: | Ukrainian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
1993
|
| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/5971 |
| 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| _version_ | 1860512195748560896 |
|---|---|
| author | Leonenko, N. N. Portnova, A. Yu. Леоненко, М. М. Портнова, А. Ю. |
| author_facet | Leonenko, N. N. Portnova, A. Yu. Леоненко, М. М. Портнова, А. Ю. |
| author_sort | Leonenko, N. N. |
| baseUrl_str | https://umj.imath.kiev.ua/index.php/umj/oai |
| collection | OJS |
| datestamp_date | 2020-03-19T09:22:20Z |
| description | 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. |
| first_indexed | 2026-03-24T03:24:56Z |
| format | Article |
| fulltext |
0049
0050
0051
0052
0053
0054
0055
|
| id | umjimathkievua-article-5971 |
| institution | Ukrains’kyi Matematychnyi Zhurnal |
| keywords_txt_mv | keywords |
| language | Ukrainian English |
| last_indexed | 2026-03-24T03:24:56Z |
| publishDate | 1993 |
| publisher | Institute of Mathematics, NAS of Ukraine |
| record_format | ojs |
| resource_txt_mv | umjimathkievua/b1/01f795f02b82037086f728e9c613fab1.pdf |
| spelling | umjimathkievua-article-59712020-03-19T09:22:20Z On the limit distribution of the correlogram of a stationary Gaussian process with weak decrease in correlation Про граничний розподіл корелограми стаціонарного гауссівського процесу зі слабким спаданням кореляції Leonenko, N. N. Portnova, A. Yu. Леоненко, М. М. Портнова, А. Ю. 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. Наведено приклад негауссівського граничного розподілу статистичної оцінки кореляційної функції стаціонарного гауссівського процесу, спектральна щільність якого необмежена (або кореляційна функція не інтегровна). Institute of Mathematics, NAS of Ukraine 1993-12-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/5971 Ukrains’kyi Matematychnyi Zhurnal; Vol. 45 No. 12 (1993); 1635–1641 Український математичний журнал; Том 45 № 12 (1993); 1635–1641 1027-3190 uk en https://umj.imath.kiev.ua/index.php/umj/article/view/5971/8625 https://umj.imath.kiev.ua/index.php/umj/article/view/5971/8626 Copyright (c) 1993 Leonenko N. N.; Portnova A. Yu. |
| spellingShingle | Leonenko, N. N. Portnova, A. Yu. Леоненко, М. М. Портнова, А. Ю. On the limit distribution of the correlogram of a stationary Gaussian process with weak decrease in correlation |
| title | On the limit distribution of the correlogram of a stationary Gaussian process with weak decrease in correlation |
| title_alt | Про граничний розподіл корелограми стаціонарного гауссівського процесу зі слабким спаданням кореляції |
| title_full | On the limit distribution of the correlogram of a stationary Gaussian process with weak decrease in correlation |
| title_fullStr | On the limit distribution of the correlogram of a stationary Gaussian process with weak decrease in correlation |
| title_full_unstemmed | On the limit distribution of the correlogram of a stationary Gaussian process with weak decrease in correlation |
| title_short | On the limit distribution of the correlogram of a stationary Gaussian process with weak decrease in correlation |
| title_sort | on the limit distribution of the correlogram of a stationary gaussian process with weak decrease in correlation |
| url | https://umj.imath.kiev.ua/index.php/umj/article/view/5971 |
| work_keys_str_mv | AT leonenkonn onthelimitdistributionofthecorrelogramofastationarygaussianprocesswithweakdecreaseincorrelation AT portnovaayu onthelimitdistributionofthecorrelogramofastationarygaussianprocesswithweakdecreaseincorrelation AT leonenkomm onthelimitdistributionofthecorrelogramofastationarygaussianprocesswithweakdecreaseincorrelation AT portnovaaû onthelimitdistributionofthecorrelogramofastationarygaussianprocesswithweakdecreaseincorrelation AT leonenkonn prograničnijrozpodílkorelogramistacíonarnogogaussívsʹkogoprocesuzíslabkimspadannâmkorelâcíí AT portnovaayu prograničnijrozpodílkorelogramistacíonarnogogaussívsʹkogoprocesuzíslabkimspadannâmkorelâcíí AT leonenkomm prograničnijrozpodílkorelogramistacíonarnogogaussívsʹkogoprocesuzíslabkimspadannâmkorelâcíí AT portnovaaû prograničnijrozpodílkorelogramistacíonarnogogaussívsʹkogoprocesuzíslabkimspadannâmkorelâcíí |