Abstract
The statistics of spectral density of the homogeneous in strong sense random field obtained by time shift are considered.
The principal term of asymptotics of variance of statistics is found, the central limit theorem is proved and for statistics confidence intervals are constructed.
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Dobrushin R.L.(1970): Theory of probability and its applications, vol.15, No 3, 469–497 (in Russian).
Zurbenko I.G. (1980): Ukrainian mathematical journal, vol 32, No 4, 463–476 (in Russian).
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 1983 ACADEMIA, Publishing House of the Czechoslovak Academy of Sciences, Prague
About this chapter
Cite this chapter
Halilov, A., Mirzahmedov, M.A. (1983). The Central Limit Theorem for Statistics of a Spectral Density with Time Shift. In: Transactions of the Ninth Prague Conference. Czechoslovak Academy of Sciences, vol 9A. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-7013-7_33
Download citation
DOI: https://doi.org/10.1007/978-94-009-7013-7_33
Publisher Name: Springer, Dordrecht
Print ISBN: 978-94-009-7015-1
Online ISBN: 978-94-009-7013-7
eBook Packages: Springer Book Archive