FREQUENCY DOMAIN TESTS OF MULTIVARIATE GAUSSIANITY AND LINEARITY (Q4221797)

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scientific article; zbMATH DE number 1228663
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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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