scientific article; zbMATH DE number 3806711

From MaRDI portal

Publication:4748985

Jump to:navigation, search

MaRDI QIDQ4748985zbMATH OpenFDO

Authors G.Wittwer

Publication date 1983

zbMATH Keywords

characteristic function rate of convergence spectral density Wishart distribution asymptotic expansions periodogram deviations periodogram matrix chi square distribution Gaussian 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)

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:4748985&oldid=19016580"