CONSISTENT ESTIMATION OF THE ASYMPTOTIC COVARIANCE STRUCTURE OF MULTIVARIATE SERIAL CORRELATIONS (Q3985819)
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scientific article; zbMATH DE number 27814
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CONSISTENT ESTIMATION OF THE ASYMPTOTIC COVARIANCE STRUCTURE OF MULTIVARIATE SERIAL CORRELATIONS |
scientific article; zbMATH DE number 27814 |
Statements
CONSISTENT ESTIMATION OF THE ASYMPTOTIC COVARIANCE STRUCTURE OF MULTIVARIATE SERIAL CORRELATIONS (English)
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27 June 1992
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asymptotic covariance structure of serial correlations
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multivariate second-order stationary process
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consistent estimator
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sample autocorrelation matrices
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generalization of Bartlett's formula
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multivariate time series
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non-negative definiteness
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