2018
Том 70
№ 1

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

Abstract

An example of the non-Gaussian limit distribution of the statistical estimate of the correlation function of a stationary Gaussian process with unbounded spectral density (or with a nonintegrable correlation function) is given.

English version (Springer): Ukrainian Mathematical Journal 45 (1993), no. 12, pp 1841-1848.

Citation Example: Leonenko N. N., Portnova A. Yu. On the limit distribution of the correlogram of a stationary Gaussian process with weak decrease in correlation // Ukr. Mat. Zh. - 1993. - 45, № 12. - pp. 1635–1641.

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