Bartlett-type formulas for complex multivariate time series of mixed spectra (Q1922249)
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scientific article; zbMATH DE number 927227
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bartlett-type formulas for complex multivariate time series of mixed spectra |
scientific article; zbMATH DE number 927227 |
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Bartlett-type formulas for complex multivariate time series of mixed spectra (English)
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15 September 1996
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asymptotic normality
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autocorrelation
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sample covariances
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correlations
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complex-valued multivariate time series
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mixed spectra
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asymptotic covariances
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