Block circulant matrices and the spectra of multivariate stationary sequences (Q2663703)
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scientific article; zbMATH DE number 7335018
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| English | Block circulant matrices and the spectra of multivariate stationary sequences |
scientific article; zbMATH DE number 7335018 |
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Block circulant matrices and the spectra of multivariate stationary sequences (English)
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19 April 2021
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weakly stationary time series
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autocovariance and spectral density matrix
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finite Fourier transform
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complex principal components
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block Cholesky decomposition
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0.8871384
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0.8766972
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0.8746528
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0.87069833
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