Nonparametric approach for non-Gaussian vector stationary processes (Q1914689)

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Nonparametric approach for non-Gaussian vector stationary processes
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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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