Limit theorems for tapered Toeplitz quadratic functionals of continuous-time Gaussian stationary processes
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Publication:2290086
DOI10.3103/S1068362319040058zbMath1432.60043OpenAlexW2970131007MaRDI QIDQ2290086
Mamikon S. Ginovyan, Artur A. Sahakyan
Publication date: 27 January 2020
Published in: Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3103/s1068362319040058
central limit theoremstationary Gaussian processspectral densitytapered Toeplitz-type quadratic functional
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)
Related Items (5)
Statistical inference for stationary linear models with tapered data ⋮ Parameter estimation for Lévy-driven continuous-time linear models with tapered data ⋮ Goodness-of-fit tests for stationary Gaussian processes with tapered data ⋮ Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications ⋮ Statistical estimation for stationary models with tapered data
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