On asymptotic normality of estimates for correlation functions of stationary Gaussian processes in the space of continuous functions

DOI10.1007/BF01057918zbMath0939.62090MaRDI QIDQ4940452

V. V. Buldygin, V. V. Zayats

Publication date: 2 March 2000

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

zbMATH Keywords

functional central limit theoremstationary processesestimation of correlation functionsempirical correlogram

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15) Functional limit theorems; invariance principles (60F17)

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