scientific article; zbMATH DE number 6919724

zbMath1410.62161MaRDI QIDQ4581311

M. Azimmohseni, Naeemeh Akbari Ghalesary, M. Khalafi, Ahmad Reza Soltani

Publication date: 16 August 2018

Full work available at URL: http://www.math.uni.wroc.pl/~pms/publicationsArticle.php?nr=38.1&nrA=12&ppB=225&ppE=242

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zbMATH Keywords

limiting distributionWishart distributionKullback-Leibler distanceperiodically correlated processesspectral density matrixsmoothed periodogram

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15)

Related Items (1)

ASYMPTOTIC ANALYSIS ABOUT THE PERIODOGRAM OF A GENERAL CLASS OF TIME SERIES MODELS WITH SPECTRAL SUPPORTSON LINES NOT PARALLEL TO THE MAIN DIAGONAL

Cites Work

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• On approximating a linear combination of central wishart matrices with positive coefficients
• Discrimination and Clustering for Multivariate Time Series
• Periodically Correlated Random Sequences

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