CONSISTENT ESTIMATION OF THE ASYMPTOTIC COVARIANCE STRUCTURE OF MULTIVARIATE SERIAL CORRELATIONS (Q3985819): Difference between revisions

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Revision as of 13:17, 15 May 2024

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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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