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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On the properties of an empirical correlogram of a Gaussian process with square integrable spectral density
scientific article; zbMATH DE number 1410016

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    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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