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

DOI10.1515/ROSE.1999.7.2.109zbMATH Open0952.60044OpenAlexW2035294944MaRDI QIDQ4490318FDOQ4490318

V. V. Zayats, V. V. Buldygin

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

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zbMATH Keywords

asymptotic normalitystationary Gaussian processsample correlogram

Mathematics Subject Classification ID

Gaussian processes (60G15)

Cited In (9)

• Conditional limit theorems for queues with Gaussian input, a weak convergence approach
• Title not available (Why is that?)
• On asymptotic normality of estimates for correlation functions of stationary Gaussian processes in the space of continuous functions
• On the properties of an empirical correlogram of a Gaussian process with square integrable spectral density
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• On the limit distribution of the correlogram of a stationary Gaussian process with weak decrease in correlation
• Estimation of the correlogram for a stationary Gaussian process by random clipping
• Laws of large numbers for periodically and almost periodically correlated processes
• Gaussian queues in light and heavy traffic

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