scientific article; zbMATH DE number 3806711

MaRDI QIDQ4748985zbMATH OpenFDO

Authors G.Wittwer

Publication date 1983

zbMATH Keywords

asymptotic expansionscharacteristic functionchi square distributiondeviationsGaussian stationary sequenceperiodogramperiodogram matrixrate of convergencespectral densityWishart distribution

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistics (62-02) Exact distribution theory in statistics (62E15) Asymptotic distribution theory in statistics (62E20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4748985)