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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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Bibliographic Details
Date:	1993
Main Authors:	Leonenko, N. N., Portnova, A. Yu., Леоненко, М. М., Портнова, А. Ю.
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
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal

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