Nonparametric approach for non-Gaussian vector stationary processes
Publication:1914689
DOI10.1006/jmva.1996.0014zbMath0863.62042MaRDI QIDQ1914689
Masanobu Taniguchi, Madan Lal Puri, Masao Kondo
Publication date: 5 August 1996
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1996.0014
asymptotic normality; time series; eigenvalue analysis; spectral density; principal components; contiguous alternatives; efficacy; nonparametric spectral estimator; non-Gaussian vector stationary process; non-Gaussian robust; fourth order cumulant spectra; interrelation analysis; measure of linear dependence
62G10: Nonparametric hypothesis testing
62G20: Asymptotic properties of nonparametric inference
62M15: Inference from stochastic processes and spectral analysis
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