On the properties of an empirical correlogram of a Gaussian process with square integrable spectral density (Q4940451)
From MaRDI portal
scientific article; zbMATH DE number 1410016
Language | Label | Description | Also known as |
---|---|---|---|
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)
0 references
2 March 2000
0 references
stationary processes
0 references
empirical correlogram
0 references
estimates of correlation functions
0 references
functional central limit theorem
0 references