Zobrazeno 1 - 2
of 2
pro vyhledávání: '"autocovariance and spectral density matrix"'
Publikováno v:
Special Matrices, Vol 9, Iss 1, Pp 36-51 (2021)
Given a weakly stationary, multivariate time series with absolutely summable autocovariances, asymptotic relation is proved between the eigenvalues of the block Toeplitz matrix of the first n autocovariances and the union of spectra of the spectral d
Externí odkaz:
https://doaj.org/article/cf640f32dbd34ec2a419efbb29348dfe
Publikováno v:
Special Matrices, Vol 9, Iss 1, Pp 36-51 (2021)
Given a weakly stationary, multivariate time series with absolutely summable autocovariances, asymptotic relation is proved between the eigenvalues of the block Toeplitz matrix of the first n autocovariances and the union of spectra of the spectral d
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c5708396d316eb866563ebd0f1e14ddb
https://doi.org/10.1515/spma-2020-0121
https://doi.org/10.1515/spma-2020-0121