Nonparametric approach for non-Gaussian vector stationary processes (Q1914689)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric approach for non-Gaussian vector stationary processes |
scientific article |
Statements
Nonparametric approach for non-Gaussian vector stationary processes (English)
0 references
5 August 1996
0 references
efficacy
0 references
measure of linear dependence
0 references
principal components
0 references
asymptotic normality
0 references
non-Gaussian vector stationary process
0 references
spectral density
0 references
nonparametric spectral estimator
0 references
contiguous alternatives
0 references
fourth order cumulant spectra
0 references
non-Gaussian robust
0 references
time series
0 references
interrelation analysis
0 references
eigenvalue analysis
0 references
