×

On convergence of the distributions of functionals of the correlogram of a homogeneous random field with unknown mean. (English. Russian original) Zbl 0634.62094

Theory Probab. Math. Stat. 35, 45-53 (1987); translation from Teor. Veroyatn. Mat. Stat. 35, 44-51 (1986).
A theorem analogous to the invariance principle in the space of continuous functions is proved for an appropriately centralized and normalized estimator of the correlation function of homogeneous random fields with unknown expectation.
Reviewer: M.Yadrenko

MSC:

62M99 Inference from stochastic processes
62F12 Asymptotic properties of parametric estimators
60G60 Random fields
60F17 Functional limit theorems; invariance principles
62M09 Non-Markovian processes: estimation
62E20 Asymptotic distribution theory in statistics
PDFBibTeX XMLCite