Note on asymptotic behavior of spatial sign autocovariance matrices
type: Item
instance of: scholarly article
title: Note on asymptotic behavior of spatial sign autocovariance matrices
zbMATH Open document ID: 1499.62181
author: Marko Voutilainen
author: Pauliina Ilmonen
author: Lauri Viitasaari
author: Niko Lietzén
published in: Statistics \& Probability Letters
publication date: 2022-12-02T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 62H11
zbMATH DE Number: 7626068
zbMATH Keywords: spatial sign
zbMATH Keywords: autocovariance matrix
zbMATH Keywords: Gaussian subordinated process
describes a project that uses: longmemo
MaRDI profile type: Publication
full work available at URL: j.spl.2022.109679
OpenAlex ID: W4296380315
cites work: Sensitivity of the Hermite rank
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cites work: Long-Memory Processes
cites work: Central limit theorems for non-linear functionals of Gaussian fields
cites work: Orthogonal Polynomials of Several Variables
cites work: The spatial sign covariance matrix with unknown location
cites work: Wiener-Hermite polynomial expansion for multivariate Gaussian probability measures
cites work: Sign and rank covariance matrices
DOI: 10.1016/J.SPL.2022.109679
description: scientific article; zbMATH DE number 7626068