Comparison theorems and asymptotic behavior of correlation estimators in spaces of continuous functions. II

DOI10.1007/BF01058536zbMath0766.60044MaRDI QIDQ1177751

V. V. Buldygin, V. V. Zayats

Publication date: 26 June 1992

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

confidence intervalscomparison theoremscorrelation functionasymptotic normality of the estimatorstationary Gaussian random process

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Inference from stochastic processes (62M99)

Related Items (2)

On cross-correlogram IRF’s estimators of two-output systems in spaces of continuous functions ⋮ Construction of a criterion for testing hypothesis about covariance function of a stationary Gaussian stochastic process with unknown mean

Cites Work

• Comparison theorems and asymptotic behavior of correlation estimators in spaces of continuous functions. I

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