SpringerLink
Log in

Asymptotic distribution of spectral estimates of ito-wiener integrals

  • Published:
Lithuanian Mathematical Journal Aims and scope Submit manuscript

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Subscribe and save

Springer+ Basic
EUR 32.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or Ebook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Price includes VAT (Germany)

Instant access to the full article PDF.

Institutional subscriptions

Literature Cited

  1. R. Bentkus, “Error in the estimate of the spectral function of a stationary process,” Liet. Mat. Rinkinys,12, No. 1, 55–71 (1972).

    Google Scholar 

  2. R. Bentkus, “Asymptotic normality of the estimate of a spectral function,” Liet. Mat. Rinkinys,12, No. 3, 3–18 (1972).

    Google Scholar 

  3. R. Bentkus and I. G. Zhurbenko, “Asymptotic normality of spectral estimates,” Dokl. Akad. Nauk SSSR,229, No. 1, 11–18 (1976).

    Google Scholar 

  4. D. R. Brillinger, Time Series: Analysis of Data and Theory [Russian translation] Mir, Moscow (1980).

    Google Scholar 

  5. R. L. Dobrushin and P. Major, “Noncentral limit theorems for nonlinear functionals of Gaussian fields,” Z. Wahr. Verw. Geb.,50, No. 1, 27–52 (1979).

    Google Scholar 

  6. I. A. Ibragimov, “Estimate of the spectral function of a stationary Gaussian process,” Teor. Veroyatn. Primen.,8, No. 4, 391–430 (1963).

    Google Scholar 

  7. V. A. Malyshev, “Cluster expansions in lattice models of the statistical physics of quantum field theory,” Usp. Mat. Nauk,35, No. 2, 3–53 (1980).

    Google Scholar 

  8. G. Maruyama, “Application of Wiener's expansions to some probability limit theorems,” in: Third International Vilnius Conference on Probability Theory and Mathematical Statistics, Vilnius (1981).

  9. A. Plikusas, “Properties of multiple Ito integrals,” Liet. Mat. Rinkinys,21, No. 2, 163–173 (1981).

    Google Scholar 

Download references

Authors
  1. L. Giraitis
    View author publications

    You can also search for this author in PubMed Google Scholar

Additional information

Institute of Mathematics and Cybernetics, Academy of Sciences of the Lithuanian SSR. Translated from Litovskii Matematicheskii Sbornik (Lietuvos Matematikos Rinkinys), Vol. 24, No. 3, pp. 98–104, July–September, 1984.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Giraitis, L. Asymptotic distribution of spectral estimates of ito-wiener integrals. Lith Math J 24, 241–245 (1984). https://doi.org/10.1007/BF00968042

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF00968042

Keywords

Search

Navigation