FREQUENCY DOMAIN TESTS OF MULTIVARIATE GAUSSIANITY AND LINEARITY (Q4221797)
From MaRDI portal
scientific article; zbMATH DE number 1228663
Language | Label | Description | Also known as |
---|---|---|---|
English | FREQUENCY DOMAIN TESTS OF MULTIVARIATE GAUSSIANITY AND LINEARITY |
scientific article; zbMATH DE number 1228663 |
Statements
FREQUENCY DOMAIN TESTS OF MULTIVARIATE GAUSSIANITY AND LINEARITY (English)
0 references
29 June 1999
0 references
Gaussian time series
0 references
cumulants of random matrices
0 references
higher-order cumulant
0 references
spectral vectors
0 references
asymptotic noncentral chi-square distribution
0 references
stationary multivariate time series
0 references
linear representation
0 references