On the limit distribution of the correlogram of a stationary Gaussian process with weak decrease in correlation (Q1344989)
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scientific article; zbMATH DE number 726962
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| English | On the limit distribution of the correlogram of a stationary Gaussian process with weak decrease in correlation |
scientific article; zbMATH DE number 726962 |
Statements
On the limit distribution of the correlogram of a stationary Gaussian process with weak decrease in correlation (English)
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20 March 1995
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limit theorems for quadratic forms
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non-Gaussian limit distribution
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statistical estimate of the correlation function
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0.8199905157089233
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0.8179806470870972
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