CONSISTENT ESTIMATION OF THE ASYMPTOTIC COVARIANCE STRUCTURE OF MULTIVARIATE SERIAL CORRELATIONS (Q3985819): Difference between revisions
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English | CONSISTENT ESTIMATION OF THE ASYMPTOTIC COVARIANCE STRUCTURE OF MULTIVARIATE SERIAL CORRELATIONS |
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CONSISTENT ESTIMATION OF THE ASYMPTOTIC COVARIANCE STRUCTURE OF MULTIVARIATE SERIAL CORRELATIONS (English)
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27 June 1992
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asymptotic covariance structure of serial correlations
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multivariate second-order stationary process
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consistent estimator
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sample autocorrelation matrices
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generalization of Bartlett's formula
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multivariate time series
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non-negative definiteness
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