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scientific article; zbMATH DE number 1062623
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scientific article; zbMATH DE number 1062623

    Statements

    author
    Gan Ohama
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    Yakashi Yanagawa
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    publication date
    6 October 1998
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    zbMATH Keywords
    multivariate time series
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    spectral density
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    tests for stationarity
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    sample autocovariance function
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    population autocovariance function
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    periodograms
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    simulations
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62E20
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    62F05
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    zbMATH DE Number
    1062623
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