V. G. Alekseev, “On the uniform convergence of estimates of the spectral density of a Gaussian stationary random process”, Teor. Veroyatnost. i Primenen., 1974, Volume 19, Issue 1,Pages <nobr>198

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On the uniform convergence of estimates of the spectral density of a Gaussian stationary random process

V. G. Alekseev

Moscow

Abstract: 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.

Received: 14.05.1973