On asymptotic properties of the empirical correlation matrix of a homogeneous vector-valued Gaussian field

DOI10.1007/BF02513130zbMath0973.60038OpenAlexW2028762376MaRDI QIDQ2722127

O. O. Dem'Yanenko, V. V. Buldygin

Publication date: 11 July 2001

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02513130

zbMATH Keywords

spectral densitycorrelogramempirical correlation matrixhomogeneous vector-valued Gaussian field

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Asymptotic properties of nonparametric inference (62G20)

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