Note on asymptotic behavior of spatial sign autocovariance matrices

DOI10.1016/j.spl.2022.109679zbMath1499.62181OpenAlexW4296380315MaRDI QIDQ2107577

Lauri Viitasaari, Niko Lietzén, Pauliina Ilmonen, Marko Voutilainen

Publication date: 2 December 2022

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2022.109679

zbMATH Keywords

spatial signautocovariance matrixGaussian subordinated process

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Estimation in multivariate analysis (62H12) Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Uses Software

• longmemo

Cites Work

• How the instability of ranks under long memory affects large-sample inference
• Central limit theorems for non-linear functionals of Gaussian fields
• Sensitivity of the Hermite rank
• The spatial sign covariance matrix with unknown location
• Wiener-Hermite polynomial expansion for multivariate Gaussian probability measures
• Long-Memory Processes
• Orthogonal Polynomials of Several Variables
• Sign and rank covariance matrices

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