Approximating circulant quadratic forms in jointly stationary Gaussian time series

DOI10.1214/aos/1176342369zbMath0256.62083OpenAlexW1965939612MaRDI QIDQ2559127

Leon Jay Gleser, Marcello Pagano

Publication date: 1973

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176342369

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

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The inverted complex Wishart distribution and its application to spectral estimation

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