Abstract
This paper is the second part of [12]. Using the comparison theorems which were proved in the first part, the asymptotic normality of the estimator — in a model of a series of several samples — of the correlation function of a stationary Gaussian random process in spaces of continuous functions with weights is established. A method for constructing functional confidence intervals for an unknown correlation function in these spaces is described.
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V. V. Buldygin and V. V. Zayats, “Comparison theorems and the asymptotic behavior of correlation estimators in spaces of continuous functions. I,” Ukr. Mat. Zh.,43, No. 4, 482–489 (1991).
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Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 43, No. 5, pp. 579–583, May, 1991.
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Buldygin, V.V., Zayats, V.V. Comparison theorems and asymptotic behavior of correlation estimators in spaces of continuous functions. II. Ukr Math J 43, 535–539 (1991). https://doi.org/10.1007/BF01058536
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DOI: https://doi.org/10.1007/BF01058536