On asymptotic normality of estimates for correlation functions of stationary Gaussian processes in the space of continuous functions
Abstract
We establish conditions of the weak convergence of the empirical correlogram of a stationary Gaussian process to some Gaussian process in the space of continuous functions. We prove that such a convergence holds for a broad class of stationary Gaussian processes with square integrable spectral density.
English version (Springer): Ukrainian Mathematical Journal 47 (1995), no. 11, pp 1696-1710.
Citation Example: Buldygin V. V., Zayats V. V. On asymptotic normality of estimates for correlation functions of stationary Gaussian processes in the space of continuous functions // Ukr. Mat. Zh. - 1995. - 47, № 11. - pp. 1485–1497.
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