On The Spectrum Of Stationary Gaussian Sequences Satisfying the Strong Mixing Condition I. Necessary Conditions

DOI10.1137/1110008MaRDI QIDQ5339873zbMATH OpenOpenAlexFDO

Authors I. A. Ibragimov

Publication date 1965

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1110008

zbMATH Keywords

statistics

Cited in

(6)

• The mixing rate of a stationary multivariate process
• A parametric bootstrap test for cycles
• Mixed-norm spaces and prediction of \(\mathrm{S}\alpha\mathrm{S}\) moving averages
• Ildar Abdullovich Ibragimov (on his ninetieth birthday)
• Model selection for (auto-)regression with dependent data
• Moment inequalities for mixing long-span high-frequency data and strongly consistent estimation of OU integrated diffusion process

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