Nonparametric approach for non-Gaussian vector stationary processes (Q1914689): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q167656 |
Set OpenAlex properties. |
||
(4 intermediate revisions by 4 users not shown) | |||
Property / author | |||
Property / author: Madan Lal Puri / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
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 18:42, 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