A global asymptotic normality of the sample correlogram of a stationary Gaussian process

DOI10.1515/ROSE.1999.7.2.109MaRDI QIDQ4490318zbMATH OpenOpenAlexFDO

Authors V. V. Buldygin, V. V. Zayats

Publication date 12 July 2000

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rose.1999.7.2.109

zbMATH Keywords

asymptotic normalitystationary Gaussian processsample correlogram

Mathematics Subject Classification ID

Gaussian processes (60G15)

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