On the asymptotic properties of multivariate sample autocovariances
- Author
- BOSHNAKOV, Georgi N1
[1] Mathematics Department, University of Manchester Institute of Science and Technology, P.O. Box 88, Manchester M60 1QD, United Kingdom - Source
Journal of multivariate analysis. 2005, Vol 92, Num 1, pp 42-52, 11 p ; ref : 11 ref
- CODEN
- JMVAAI
- ISSN
- 0047-259X
- Scientific domain
- Mathematics
- Publisher
- Elsevier, San Diego, CA
- Publication country
- United States
- Document type
- Article
- Language
- English
- Keyword (fr)
- Analyse multivariable Autocovariance Combinaison linéaire Filtrage Méthode statistique Processus ARMA Processus Gauss Processus autorégressif 60E05 60G15 60G35 62E20 62F12 62G20 62M20 Propriété asymptotique
- Keyword (en)
- Multivariate analysis Autocovariance Linear combination Filtering Statistical method Autoregressive moving average processes Gaussian process Autoregressive processes Asymptotic property
- Keyword (es)
- Análisis multivariable Autocovarianza Combinación lineal Filtrado Método estadístico Proceso Gauss
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01H Stochastic processes
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02F Distribution theory
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02I Multivariate analysis
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02M Inference from stochastic processes; time series analysis
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 16450998
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1016/j.jmva.2003.10.005 
https://dx.doi.org/10.1016/j.jmva.2003.10.005
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