On the uniform convergence of estimates of the spectral density of a~Gaussian stationary random process
Teoriâ veroâtnostej i ee primeneniâ, Tome 19 (1974) no. 1, pp. 198-206
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The paper deals with estimates of the spectral density of a Gaussian stationary discrete time parameter random process. Some results are stated that concern the uniform consistence of the estimates of the spectral density and its derivatives.
@article{TVP_1974_19_1_a20,
author = {V. G. Alekseev},
title = {On the uniform convergence of estimates of the spectral density of {a~Gaussian} stationary random process},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {198--206},
publisher = {mathdoc},
volume = {19},
number = {1},
year = {1974},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1974_19_1_a20/}
}
TY - JOUR AU - V. G. Alekseev TI - On the uniform convergence of estimates of the spectral density of a~Gaussian stationary random process JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1974 SP - 198 EP - 206 VL - 19 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_1974_19_1_a20/ LA - ru ID - TVP_1974_19_1_a20 ER -
%0 Journal Article %A V. G. Alekseev %T On the uniform convergence of estimates of the spectral density of a~Gaussian stationary random process %J Teoriâ veroâtnostej i ee primeneniâ %D 1974 %P 198-206 %V 19 %N 1 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_1974_19_1_a20/ %G ru %F TVP_1974_19_1_a20
V. G. Alekseev. On the uniform convergence of estimates of the spectral density of a~Gaussian stationary random process. Teoriâ veroâtnostej i ee primeneniâ, Tome 19 (1974) no. 1, pp. 198-206. http://geodesic.mathdoc.fr/item/TVP_1974_19_1_a20/