On the properties of an empirical correlogram of a Gaussian process with square integrable spectral density

DOI10.1007/BF01084897zbMath0943.60039MaRDI QIDQ4940533

Ivan K. Matsak

Publication date: 2 March 2000

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

zbMATH Keywords

Gaussian processmodulus of continuityextremal process

Mathematics Subject Classification ID

Gaussian processes (60G15) Strong limit theorems (60F15) Sample path properties (60G17)

Related Items (1)

A uniform law of large numbers and empirical central limit theorem for limits of finite populations

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