FREQUENCY DOMAIN TESTS OF MULTIVARIATE GAUSSIANITY AND LINEARITY (Q4221797)
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scientific article; zbMATH DE number 1228663
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| English | FREQUENCY DOMAIN TESTS OF MULTIVARIATE GAUSSIANITY AND LINEARITY |
scientific article; zbMATH DE number 1228663 |
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FREQUENCY DOMAIN TESTS OF MULTIVARIATE GAUSSIANITY AND LINEARITY (English)
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29 June 1999
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Gaussian time series
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cumulants of random matrices
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higher-order cumulant
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spectral vectors
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asymptotic noncentral chi-square distribution
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stationary multivariate time series
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linear representation
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0.8792372345924377
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0.8173554539680481
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0.8021379709243774
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0.7883500456809998
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