TESTING THAT A GAUSSIAN PROCESS IS STATIONARY

[1] ANDERSON TW, 1971, STATISTICAL ANAL TIM

[2] Billingsley P, 1968, CONVERGENCE PROBABIL

[3] A CHANGE IN LEVEL OF A NON-STATIONARY TIME SERIES [J]. BIOMETRIKA, 1965, 52 : 181 - &

[4] Epps T. W., 1986, J STAT COMPUT SIMUL, V26, P177, DOI DOI 10.1080/00949658608810963

[5] TESTING THAT A STATIONARY TIME-SERIES IS GAUSSIAN [J]. ANNALS OF STATISTICS, 1987, 15 (04) : 1683 - 1698

[6] FEUERVERGER A, 1981, J ROY STAT SOC B MET, V43, P20

[7] ALMOST SURE CONVERGENCE OF ESTIMATES FOR THE SPECTRAL DENSITY OF A STATIONARY PROCESS [J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 1980, 25 (01) : 169 - 176

[8] The statistical problem of correlation as a variation and eigenvalue problem and its connection with the calculus of observations. [J]. ZEITSCHRIFT FUR ANGEWANDTE MATHEMATIK UND MECHANIK, 1941, 21 : 364 - 379

[9] CLT AND OTHER LIMIT-THEOREMS FOR FUNCTIONALS OF GAUSSIAN-PROCESSES [J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1985, 70 (02): : 191 - 212

[10] HSU DA, 1984, P BUS EC STATIST SEC, P520

[1] ANDERSON TW, 1971, STATISTICAL ANAL TIM

[2] Billingsley P, 1968, CONVERGENCE PROBABIL

[3] A CHANGE IN LEVEL OF A NON-STATIONARY TIME SERIES [J]. BIOMETRIKA, 1965, 52 : 181 - &

[4] Epps T. W., 1986, J STAT COMPUT SIMUL, V26, P177, DOI DOI 10.1080/00949658608810963

[5] TESTING THAT A STATIONARY TIME-SERIES IS GAUSSIAN [J]. ANNALS OF STATISTICS, 1987, 15 (04) : 1683 - 1698

[6] FEUERVERGER A, 1981, J ROY STAT SOC B MET, V43, P20

[7] ALMOST SURE CONVERGENCE OF ESTIMATES FOR THE SPECTRAL DENSITY OF A STATIONARY PROCESS [J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 1980, 25 (01) : 169 - 176

[8] The statistical problem of correlation as a variation and eigenvalue problem and its connection with the calculus of observations. [J]. ZEITSCHRIFT FUR ANGEWANDTE MATHEMATIK UND MECHANIK, 1941, 21 : 364 - 379

[9] CLT AND OTHER LIMIT-THEOREMS FOR FUNCTIONALS OF GAUSSIAN-PROCESSES [J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1985, 70 (02): : 191 - 212

[10] HSU DA, 1984, P BUS EC STATIST SEC, P520