scientific article; zbMATH DE number 1062623

MaRDI QIDQ4355095zbMATH OpenFDO

Authors Gan Ohama, Yakashi Yanagawa

Publication date 6 October 1998

zbMATH Keywords

multivariate time seriesperiodogramspopulation autocovariance functionsample autocovariance functionsimulationsspectral densitytests for stationarity

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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