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August, 1984 On the Convergence of Spectral Densities of Arrays of Weakly Stationary Processes
M. Falk
Ann. Probab. 12(3): 918-921 (August, 1984). DOI: 10.1214/aop/1176993242

Abstract

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.

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M. Falk. "On the Convergence of Spectral Densities of Arrays of Weakly Stationary Processes." Ann. Probab. 12 (3) 918 - 921, August, 1984. https://doi.org/10.1214/aop/1176993242

Information

Published: August, 1984
First available in Project Euclid: 19 April 2007

zbMATH: 0544.60046
MathSciNet: MR744248
Digital Object Identifier: 10.1214/aop/1176993242

Subjects:
Primary: 60G10

Keywords: Gaussian process , Spectral density , Weakly stationary process

Rights: Copyright © 1984 Institute of Mathematical Statistics

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Vol.12 • No. 3 • August, 1984
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