Asymptotic covariance structure of serial correlations in multivariate time series (Q3834916)

From MaRDI portal
Revision as of 13:54, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Asymptotic covariance structure of serial correlations in multivariate time series
scientific article

    Statements

    Asymptotic covariance structure of serial correlations in multivariate time series (English)
    0 references
    0 references
    0 references
    1989
    0 references
    0 references
    asymptotic joint normality
    0 references
    serial correlations
    0 references
    multivariate second- order stationary time series
    0 references
    asymptotic covariance
    0 references
    Bartlett's formula
    0 references