Limit theory for the sample covariance and correlation matrix functions of a class of multivariate linear processes (Q3479375): Difference between revisions
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Latest revision as of 00:38, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theory for the sample covariance and correlation matrix functions of a class of multivariate linear processes |
scientific article |
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Limit theory for the sample covariance and correlation matrix functions of a class of multivariate linear processes (English)
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1990
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limit distribution
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innovation sequence
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multivariate regular variation condition
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stable random variables
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zero mean
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finite variance
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sample covariance function
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sample correlation function
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asymptotically normal
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multivariate linear processes
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finite second moment
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sample correlation matrix
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asymptotically nonnormal stable
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