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.
Citation
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