Nonparametric approach for non-Gaussian vector stationary processes (Q1914689): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1006/jmva.1996.0014 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2049320406 / rank | |||
Normal rank | |||
Latest revision as of 17:42, 21 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric approach for non-Gaussian vector stationary processes |
scientific article |
Statements
Nonparametric approach for non-Gaussian vector stationary processes (English)
0 references
5 August 1996
0 references
efficacy
0 references
measure of linear dependence
0 references
principal components
0 references
asymptotic normality
0 references
non-Gaussian vector stationary process
0 references
spectral density
0 references
nonparametric spectral estimator
0 references
contiguous alternatives
0 references
fourth order cumulant spectra
0 references
non-Gaussian robust
0 references
time series
0 references
interrelation analysis
0 references
eigenvalue analysis
0 references
