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

DOI10.1137/1109052MaRDI QIDQ5342201zbMATH OpenOpenAlexFDO

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)

• A functional limit theorem for tapered empirical spectral functions
• 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

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