Pages that link to "Item:Q764471"
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The following pages link to Multivariate versions of Bartlett's formula (Q764471):
Displaying 14 items.
- Deflation-based separation of uncorrelated stationary time series (Q391930) (← links)
- Statistical properties of a blind source separation estimator for stationary time series (Q712509) (← links)
- The structure of autocovariance matrix of discrete time subfractional Brownian motion (Q1720744) (← links)
- Bartlett's formulae -- closed forms and recurrent equations (Q1817407) (← links)
- Bartlett-type formulas for complex multivariate time series of mixed spectra (Q1922249) (← links)
- Dependence estimation for high-frequency sampled multivariate CARMA models (Q2791841) (← links)
- A new test for checking the equality of the correlation structures of two time series (Q2802913) (← links)
- Bartlett's formula for a general class of nonlinear processes (Q3077657) (← links)
- Asymptotic covariance structure of serial correlations in multivariate time series (Q3834916) (← links)
- Estimation du comportement asymptotique des autocovariances et autocorrelations empiriques de processus multivariéeas (Q4944642) (← links)
- A computational bootstrap procedure to compare two dependent time series (Q5107496) (← links)
- A comparison of multivariate signal discrimination techniques (Q5220732) (← links)
- On the Sources of Information in the Moment Structure of Dynamic Macroeconomic Models (Q6620850) (← links)
- On testing for the equality of autocovariance in time series (Q6626406) (← links)