Bartlett-type formulas for complex multivariate time series of mixed spectra (Q1922249)

From MaRDI portal





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

    Statements

    Bartlett-type formulas for complex multivariate time series of mixed spectra (English)
    0 references
    0 references
    15 September 1996
    0 references
    asymptotic normality
    0 references
    autocorrelation
    0 references
    sample covariances
    0 references
    correlations
    0 references
    complex-valued multivariate time series
    0 references
    mixed spectra
    0 references
    asymptotic covariances
    0 references

    Identifiers