On the limit distribution of the correlogram of a stationary Gaussian process with weak decrease in correlation

DOI10.1007/BF01061354zbMath0812.60040MaRDI QIDQ1344989

A. Yu. Portnova, Nikolai N. Leonenko

Publication date: 20 March 1995

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

zbMATH Keywords

limit theorems for quadratic formsnon-Gaussian limit distributionstatistical estimate of the correlation function

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05)

Cites Work

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• A noncentral limit theorem for quadratic forms of Gaussian stationary sequences
• Convergence in distribution of sums of bivariate Appell polynomials with long-range dependence
• Tauberian and Abelian theorems for correlation function of a homogeneous isotropic random field
• Asymptotic properties of correlation bounds in functional spaces. I.
• Some limit theorems for partial sums of quadratic forms in stationary Gaussian variables
• Convergence of integrated processes of arbitrary Hermite rank
• Non-central limit theorems for non-linear functional of Gaussian fields

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