Nonparametric approach for non-Gaussian vector stationary processes
type: Item
instance of: scholarly article
title: Nonparametric approach for non-Gaussian vector stationary processes
zbMATH Open document ID: 0863.62042
author: Masanobu Taniguchi
author: Masao Kondo
author: Madan L. Puri
published in: Journal of Multivariate Analysis
publication date: 1996-08-05T00:00:00Z
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 892480
zbMATH Keywords: efficacy
zbMATH Keywords: measure of linear dependence
zbMATH Keywords: principal components
zbMATH Keywords: asymptotic normality
zbMATH Keywords: non-Gaussian vector stationary process
zbMATH Keywords: spectral density
zbMATH Keywords: nonparametric spectral estimator
zbMATH Keywords: contiguous alternatives
zbMATH Keywords: fourth order cumulant spectra
zbMATH Keywords: non-Gaussian robust
zbMATH Keywords: time series
zbMATH Keywords: interrelation analysis
zbMATH Keywords: eigenvalue analysis
MaRDI profile type: Publication
full work available at URL: jmva.1996.0014
OpenAlex ID: W2049320406
DOI: 10.1006/JMVA.1996.0014
description: scientific article; zbMATH DE number 892480