Limit theorems for tapered Toeplitz quadratic functionals of continuous-time Gaussian stationary processes

DOI10.3103/S1068362319040058zbMath1432.60043OpenAlexW2970131007MaRDI QIDQ2290086

Mamikon S. Ginovyan, Artur A. Sahakyan

Publication date: 27 January 2020

Published in: Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1068362319040058

zbMATH Keywords

central limit theoremstationary Gaussian processspectral densitytapered Toeplitz-type quadratic functional

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Related Items (5)

Statistical inference for stationary linear models with tapered data ⋮ Parameter estimation for Lévy-driven continuous-time linear models with tapered data ⋮ Goodness-of-fit tests for stationary Gaussian processes with tapered data ⋮ Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications ⋮ Statistical estimation for stationary models with tapered data

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