On the properties of an empirical correlogram of a Gaussian process with square integrable spectral density-Reference-Cited by-同舟云学术

On the properties of an empirical correlogram of a Gaussian process with square integrable spectral density

Published:1995-07 Issue:7 Volume:47 Page:1006-1021
ISSN:0041-5995
Container-title:Ukrainian Mathematical Journal
language:en
Short-container-title:Ukr Math J

Author:

Buldygin V. V.

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics

Link

http://link.springer.com/content/pdf/10.1007/BF01084897.pdf

Reference14 articles.

1. I. A. Ibragimov, ?On an estimate of the spectral function of a stationary Gaussian process,?Teor. Ver. Primen.,8, No. 4, 391?430 (1963).

2. R. Bentkus, ?Asymptotic normality of an estimate of a spectral function.?Lit. Mat. Sb.,12, No. 3, 3?17 (1972).

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

4. 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).

5. A. A. Dykhovichnyi, ?On an estimate of the correlation function of a homogeneous isotropic Gaussian field,?Teor. Ver. Mat. Stat., Issue 29, 37?40(1983).

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