Ukrainian Mathematical Journal

, Volume 45, Issue 12, pp 1841–1848 | Cite as

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

  • N. N. Leonenko
  • A. Yu. Portnova


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.


Correlation Function Spectral Density Statistical Estimate Gaussian Process Limit Distribution 
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Copyright information

© Plenum Publishing Corporation 1994

Authors and Affiliations

  • N. N. Leonenko
    • 1
  • A. Yu. Portnova
    • 1
  1. 1.Kiev UniversityKiev

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