scientific article; zbMATH DE number 3806711

zbMATH Open0511.62026MaRDI QIDQ4748985FDOQ4748985

Authors: G.Wittwer 

Publication date: 1983

Title of this publication is not available (Why is that?)

zbMATH Keywords

characteristic functionrate of convergencespectral densityWishart distributionasymptotic expansionsperiodogramdeviationsperiodogram matrixchi square distributionGaussian stationary sequence

Mathematics Subject Classification ID

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

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)