Note on the Asymptotic Efficiency of Sample Covariances in Gaussian Vector Stationary Processes (Q4939815)
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scientific article; zbMATH DE number 1408766
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| English | Note on the Asymptotic Efficiency of Sample Covariances in Gaussian Vector Stationary Processes |
scientific article; zbMATH DE number 1408766 |
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Note on the Asymptotic Efficiency of Sample Covariances in Gaussian Vector Stationary Processes (English)
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1 March 2000
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asymptotic efficiency
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block Toeplitz matrix
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Gaussian vector stationary processes
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sample autocovariance matrix
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spectral density matrix
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0.8930859565734863
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0.8719993233680725
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0.8476306796073914
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0.8313083052635193
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