Statistical inference for functions of the covariance matrix in the stationary Gaussian time-orthogonal principal components model

Dryden, Ian L., Kume, Alfred, Le, Huiling, Wood, Andrew T. A. . Annals of the Institute of Statistical Mathematics 2010. 62 (5) :967-994

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@article{CIS-248358,
  Author = {Dryden, Ian L. and Kume, Alfred and Le, Huiling and Wood, Andrew T. A.},
  Title = {Statistical inference for functions of the covariance matrix in the stationary Gaussian time-orthogonal principal components model},
  Journal = {Annals of the Institute of Statistical Mathematics},
  Volume = {62},
  Number = {5},
  Year = {2010},
  Pages = {967--994},
  Keywords = {Central limit theorem, Autoregressive, Procrustes, Shape, Sample covariance, size-and-shape, configurational entropy}
}

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