Asymptotic properties of correlation estimates in the functional spaces. II
This paper is an extension of [11]. Starting from the results of our first paper we prove by inclusion theorems that bounds for the correlation function of a stationary Gaussian process in the space of continuous functions with weight are strongly consistent and asymptotically normal. We construct t...
Збережено в:
| Дата: | 1991 |
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| Автори: | , , , |
| Формат: | Стаття |
| Мова: | Російська |
| Опубліковано: |
Institute of Mathematics, NAS of Ukraine
1991
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| Онлайн доступ: | https://umj.imath.kiev.ua/index.php/umj/article/view/9610 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
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Репозитарії
Ukrains’kyi Matematychnyi Zhurnal| Резюме: | This paper is an extension of [11]. Starting from the results of our first paper we prove by inclusion theorems that bounds for the correlation function of a stationary Gaussian process in the space of continuous functions with weight are strongly consistent and asymptotically normal. We construct the simplest functional confidence intervals in these spaces for the indeterminate correlation function. |
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