On asymptotic normality of estimates for correlation functions of stationary Gaussian processes in the space of continuous functions

Author:

Buldygin V. V.,Zayats V. V.

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics

Reference11 articles.

1. V. V. Buldygin, ?On properties of the empirical correlogram of a Gaussian process with square integrable spectral density,?Ukr. Mat. Zh.,47, No. 7, 876?889 (1995).

2. A. V. Ivanov and N. N. Leonenko,Statistical Analysis of Random Fields [in Russian], Vyshcha Shkola, Kiev (1983).English translation: Kluwer, Dordrecht-Boston-London (1989).

3. A. V. Ivanov, ?A limit theorem for the estimation of a correlation function,?Teor. Ver. Mat. Stat., Issue 19,76?81 (1978).

4. Yu. V. Kozachenko and A. I. Stadnik, ?Pre-Gaussian processes and the rate of convergence of estimates of covariance functions inC(T),? Teor. Ver. Mat. Stat., Issue 45, 54?62 (1991).

5. V. V. Buldygin and V. V. Zayats, ?Asymptotic normality of an estimate of the correlation function in different functional spaces,? in:Probability Theory and Mathematical Statistics, World Scientific, Singapore (1992), pp. 19?31.

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