Nonparametric approach for non-Gaussian vector stationary processes

DOI10.1006/jmva.1996.0014zbMath0863.62042OpenAlexW2049320406MaRDI QIDQ1914689

Masao Kondo, Masanobu Taniguchi, Madan Lal Puri

Publication date: 5 August 1996

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1996.0014

zbMATH Keywords

asymptotic normalitytime serieseigenvalue analysisspectral densityprincipal componentscontiguous alternativesefficacynonparametric spectral estimatornon-Gaussian vector stationary processnon-Gaussian robustfourth order cumulant spectrainterrelation analysismeasure of linear dependence

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15)

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