Nonparametric approach for non-Gaussian vector stationary processes (Q1914689): Difference between revisions
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Revision as of 01:58, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric approach for non-Gaussian vector stationary processes |
scientific article |
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Nonparametric approach for non-Gaussian vector stationary processes (English)
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5 August 1996
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efficacy
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measure of linear dependence
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principal components
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asymptotic normality
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non-Gaussian vector stationary process
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spectral density
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nonparametric spectral estimator
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contiguous alternatives
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fourth order cumulant spectra
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non-Gaussian robust
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time series
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interrelation analysis
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eigenvalue analysis
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