On the Convergence of Spectral Densities of Arrays of Weakly Stationary Processes
Falk, M.
Ann. Probab., Tome 12 (1984) no. 4, p. 918-921 / Harvested from Project Euclid
It is proved that the spectral densities of arrays of weakly stationary processes fulfilling a certain regularity condition converge uniformly to a continuous spectral density.
Publié le : 1984-08-14
Classification:  Weakly stationary process,  spectral density,  Gaussian process,  60G10
@article{1176993242,
     author = {Falk, M.},
     title = {On the Convergence of Spectral Densities of Arrays of Weakly Stationary Processes},
     journal = {Ann. Probab.},
     volume = {12},
     number = {4},
     year = {1984},
     pages = { 918-921},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176993242}
}
Falk, M. On the Convergence of Spectral Densities of Arrays of Weakly Stationary Processes. Ann. Probab., Tome 12 (1984) no. 4, pp.  918-921. http://gdmltest.u-ga.fr/item/1176993242/