Pages that link to "Item:Q2486171"
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The following pages link to On the asymptotic properties of multivariate sample autocovariances (Q2486171):
Displaying 8 items.
- The asymptotic distribution of sample autocorrelations for a class of linear filters (Q1319954) (← links)
- Asymptotic normality of sample autocovariances with an application in frequency estimation (Q1338753) (← links)
- Joint convergence of sample autocovariance matrices when \(p/n\to 0\) with application (Q2284381) (← links)
- SOME ASYMPTOTIC PROPERTIES OF THE SAMPLE COVARIANCES OF GAUSSIAN AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES (Q3746733) (← links)
- ASYMPTOTIC EFFICIENCY OF THE SAMPLE COVARIANCES IN A GAUSSIAN STATIONARY PROCESS (Q4299037) (← links)
- ON RESULTS OF PORAT CONCERNING ASYMPTOTIC EFFICIENCY OF SAMPLE COVARIANCES OF GAUSSIAN ARMA PROCESSES (Q4328384) (← links)
- (Q4725566) (← links)
- On the asymptotic distribution of sample autocovariance differences of long-memory processes (Q6178483) (← links)