Nonparametric approach for non-Gaussian vector stationary processes

DOI10.1006/jmva.1996.0014zbMath0863.62042MaRDI QIDQ1914689

Masanobu Taniguchi, Madan Lal Puri, Masao Kondo

Publication date: 5 August 1996

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1996.0014

zbMATH Keywords

asymptotic normality; time series; eigenvalue analysis; spectral density; principal components; contiguous alternatives; efficacy; nonparametric spectral estimator; non-Gaussian vector stationary process; non-Gaussian robust; fourth order cumulant spectra; interrelation analysis; measure of linear dependence

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference

62M15: Inference from stochastic processes and spectral analysis

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