On the properties of an empirical correlogram of a Gaussian process with square integrable spectral density (Q4940451)
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scientific article; zbMATH DE number 1410016
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| English | On the properties of an empirical correlogram of a Gaussian process with square integrable spectral density |
scientific article; zbMATH DE number 1410016 |
Statements
On the properties of an empirical correlogram of a Gaussian process with square integrable spectral density (English)
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2 March 2000
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stationary processes
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empirical correlogram
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estimates of correlation functions
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functional central limit theorem
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0.87854594
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0.8751146
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0.87373555
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0.87364686
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0.87313783
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