References

  1. Bendat J., Piersol A. Applications of Correlation and Spectral Analysis. John Wiley and Sons, New York, 1980.
  2. Buldygin V. On the properties of the empirical correlogram of Gaussian process with integrable in squared spectral density. Ukrainian Math. J. 1995, 47 (7), 1006-1021. doi: 10.1007/BF01084897 (translation of Ukrain. Mat. Zh. 1995, 47 (7), 876-889. (in Russian))
  3. Buldygin V., Kozachenko Yu. Metric characterization of random variables and random processes. Amer. Math. Soc., Providence, RI, 2000.
  4. Buldygin V., Zayats V. On the asymptotic normality of estimates of the correlation functions stationary Gaussian processes in spaces of continuous functions. Ukrainian Math. J. 1995, 47 (11), 1696-1710. doi: 10.1007/BF01057918 (translation of Ukrain. Mat. Zh. 1995, 47 (11), 1485-1497. (in Russian))
  5. Jenkins G., Watts D. Spectral Analysis and Its Applications. Holden Day, Merrifield, 1971.
  6. Ivanov A. A limit theorem for the evaluation of the correlation function. Theory Prob. Math. Statist. 1978, 19, 76-81.
  7. Ivanov A., Leonenko N. Statistical Analysis of Random Fields. Kluwer, Dordrecht, 1989.
  8. Kozachenko Yu.V., Kozachenko L.F. A test for a hypothesis on the correlation function of Gaussian random process. J. Math. Sci. (New York) 1995, 77 (5), 3437-3444. doi: 10.1007/BF02367991 (translation of J. Obchysl. Prykl. Mat. 1993, 77, 61-74. (in Ukrainian))
  9. Kozachenko Yu., Moklyachuk O. Pre-Gaussian random vectors and their application. Theory Prob. Math. Statist. 1994, 50, 87-96.
  10. Kozachenko Yu., Oleshko T. Analytic properties of certain classes of pre-Gaussian stochastic processes. Theor. Prob. Math. Statist. 1993, 48, 37-51.
  11. Kozachenko Yu., Stadnik A. On the convergence of some functionals of Gaussian vectors in Orlicz spaces. Theor. Probab. Math. Statist. 1991, 44, 80-87.
  12. Kozachenko Yu., Troshki V. A criterion for testing hypotheses about the covariance function of a stationary Gaussian stochastic process. Modern Stoch.: Theory and Appl. 2014, 1, 139-149. doi: 10.15559/15-VMSTA17
  13. Kozachenko Yu., Fedoryanych T. A criterion for testing hypotheses about the covarians function of a Gaussian stationary process. Theor. Probab. Math. Statist. 2005, 69, 85-94.
  14. Fedoryanych T. One estimate of the correlation function for Gaussian stochastic process. Bull. Taras Shevchenko National University of Kyiv 2004, 11, 72-76. (in Ukrainian)
  15. Yadrenko M. Spectral Theory of Random Fields. Vyshcha Shkola, Kyiv, 1980. (in Russian)