The Asymptotic Behavior of an Estimate for the Spectral Function of a Stationary Gaussian Process

DOI10.1137/1109052zbMATH Open0132.38401OpenAlexW2062026885MaRDI QIDQ5342201FDOQ5342201

Authors: Tat'Yana L'Vovna Malevich 

Publication date: 1965

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

Full work available at URL: https://doi.org/10.1137/1109052

zbMATH Keywords

probability theory

Cited In (4)

• Nonparametric functionals of spectral distributions and their applications to time series analy\-sis
• Modified cramer-von mises goodness-of-fit tests for spectral distribution functions
• Asymptotic normality of spectral estimates
• A functional limit theorem for tapered empirical spectral functions

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