On strong estimates of mixed semiinvariants of random processes

DOI10.1007/BF00971609zbMath0246.60040OpenAlexW2001234683MaRDI QIDQ2555729

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)

Related Items

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

Cites Work

• Unnamed Item
• On large deviations