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...

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Bibliographic Details
Date:1991
Main Authors: Buldygin , V. V., Zayats , V. V., Булдыгин , В. В., Заяц , В. В.
Format: Article
Language:Russian
Published: Institute of Mathematics, NAS of Ukraine 1991
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/9610
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal