Asymptotes of estimates of spectral functions of stationary Gaussian sequences
Article
Received:
- 16 Downloads
Keywords
Spectral Function Gaussian Sequence Stationary Gaussian Sequence
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
Preview
Unable to display preview. Download preview PDF.
Literature Cited
- 1.A. Zygmund, Trigonometric Sums (2nd ed., revised), Cambridge Univ. Press, Cambridge, Eng. (1959).Google Scholar
- 2.I. P. Natanson, Theory of Functions of a Real Variable [in Russian], Nauka (1974).Google Scholar
- 3.J. Neveu, Mathematical Foundations of the Calculus of Probability, Holden-Day, San Francisco (1965).Google Scholar
- 4.T. V. Arak, “On speed of convergence of the distribution of maximal deviation of estimates of the spectrum of Gaussian random sequences,” Dokl. Akad. Nauk SSSR,201, No. 5, 1019–1021 (1971).Google Scholar
- 5.R. Bentkus, “On the asymptotic behavior of estimates of spectral functions of multidimensional stationary Gaussian sequences,” Liet. Matem. Rink.,11, No. 4, 745–760 (1971).Google Scholar
- 6.I. A. Ibragimov, “On estimates of the spectral function of a stationary Gaussian process,” Teor. Veroyatn. Ee Primen.,8, No. 4, 391–430 (1963).Google Scholar
- 7.I. A. Abragimov and T. M. Tovstik, “On the estimates of spectral functions of one class of stationary random sequences,” Vestnik LGU, No. 1, 42–57 (1964).Google Scholar
- 8.V. P. Leonov and A. N. Shiryaev, “On the technique of computing semi-invariants,” Teor. Veroyatn. Ee Primen.,4, No. 3, 342–355 (1959).Google Scholar
- 9.T. L. Malevich, “On the asymtotic behavior of estimates of spectral functions of a stationary Gaussian process,” Teor. Veroyatn. Ee Primen.,9, No. 2, 386–390 (1964).Google Scholar
- 10.P. Billingsley, Convergence of Probability Measures, Wiley, New York (1968).Google Scholar
- 11.D. R. Brillinger, “Asymptotic properties of spectral estimates of second order,” Biometrika,56, No. 2, 375–390 (1969).Google Scholar
- 12.J. Lamperti, “On convergence of stochastic processes,” Trans. Amer. Math. Soc.,104, 430–435 (1962).Google Scholar
Copyright information
© Plenum Publishing Corporation 1976