Bartlett-type formulas for complex multivariate time series of mixed spectra
type: Item
instance of: scholarly article
title: Bartlett-type formulas for complex multivariate time series of mixed spectra
zbMATH Open document ID: 0856.62076
DOI: 10.1016/0167-7152(95)00133-6
author: Ta-Hsin Li
published in: Statistics \& Probability Letters
publication date: 1996-09-15T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 927227
zbMATH Keywords: asymptotic normality
zbMATH Keywords: autocorrelation
zbMATH Keywords: sample covariances
zbMATH Keywords: correlations
zbMATH Keywords: complex-valued multivariate time series
zbMATH Keywords: mixed spectra
zbMATH Keywords: asymptotic covariances
MaRDI profile type: Publication
full work available at URL: 0167-7152(95)00133-6
OpenAlex ID: W2085084391
cites work: Q3827448
cites work: Martingale Central Limit Theorems
cites work: Q5612941
cites work: Performance of normalized correlation estimators for complex processes
cites work: Q3138763
cites work: Discrimination of Time Series by Parametric Filtering
cites work: Strong consistency of the contraction mapping method for frequency estimation
cites work: Asymptotic normality of sample autocovariances with an application in frequency estimation
cites work: Q4048297
description: scientific article; zbMATH DE number 927227