Transactions of the Ninth Prague Conference pp 269-274 | Cite as
The Central Limit Theorem for Statistics of a Spectral Density with Time Shift
Chapter
Abstract
The statistics of spectral density of the homogeneous in strong sense random field obtained by time shift are considered.
The principal term of asymptotics of variance of statistics is found, the central limit theorem is proved and for statistics confidence intervals are constructed.
Key words
statistics for spectral density time shift semi — invariant spectral density of n — th order strong mixing central limit theorem confidence intervalPreview
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References
- Dobrushin R.L.(1970): Theory of probability and its applications, vol.15, No 3, 469–497 (in Russian).MathSciNetCrossRefGoogle Scholar
- Zurbenko I.G. (1980): Ukrainian mathematical journal, vol 32, No 4, 463–476 (in Russian).MathSciNetGoogle Scholar
Copyright information
© ACADEMIA, Publishing House of the Czechoslovak Academy of Sciences, Prague 1983