On the properties of an empirical correlogram of a Gaussian process with square integrable spectral density
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Publication:4940451
DOI10.1007/BF01084897zbMath0933.62098MaRDI QIDQ4940451
Publication date: 2 March 2000
Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)
functional central limit theoremstationary processesestimates of correlation functionsempirical correlogram
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Inference from stochastic processes (62M99) Functional limit theorems; invariance principles (60F17)
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