On strong estimates of mixed semiinvariants of random processes

DOI10.1007/BF00971609MaRDI QIDQ2555729zbMATH OpenOpenAlexFDO

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

• scientific article; zbMATH DE number 3294019 (Why is no real title available?)
• 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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