On strong estimates of mixed semiinvariants of random processes

DOI10.1007/BF00971609zbMATH Open0246.60040OpenAlexW2001234683MaRDI QIDQ2555729FDOQ2555729

Authors: I. G. Zhurbenko 

Publication date: 1972

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00971609

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Foundations of stochastic processes (60G05)

Cites Work

• Title not available (Why is that?)
• On large deviations

Cited In (5)

• Rate of convergence in the central limit theorem for sequences with mixing
• Factorization of the characteristic function of a sum of dependent random variables
• Estimates of semiinvariants and centered moments of stochastic processes with mixing. I
• Asymptotic expansions for sums of weakly dependent random vectors
• On higher spectral densities of stationary processes with mixing

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