Statistical inference for functions of the covariance matrix in the stationary Gaussian time-orthogonal principal components model
DOI10.1007/s10463-008-0202-4zbMath1432.62298WikidataQ58419243 ScholiaQ58419243MaRDI QIDQ907026
Huiling Le, Alfred Kume, Andrew T. A. Wood, Ian L. Dryden
Publication date: 1 February 2016
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-008-0202-4
shape; central limit theorem; configurational entropy; autoregressive; principal components; sample covariance; size-and-shape; procrustes
62F12: Asymptotic properties of parametric estimators
62H25: Factor analysis and principal components; correspondence analysis
62H12: Estimation in multivariate analysis
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P10: Applications of statistics to biology and medical sciences; meta analysis
62B10: Statistical aspects of information-theoretic topics
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