Author:
Hannan E. J.,Thomson P. J.
Abstract
We consider a vector, discrete, time sequence x(n), n = 0, ± 1 ···, of p components Xj(n), j = 1, ··· p. For the most part we shall assume x(n) to be strictly stationary and with finite variances. Thus if μ is the mean vector we shall have
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
23 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. SPECTRAL FINANCIAL ECONOMETRICS;Econometric Theory;2022-04-06
2. Hannan, Edward James;Wiley StatsRef: Statistics Reference Online;2014-09-29
3. Hannan, Edward James;Leading Personalities in Statistical Sciences;2012-09-12
4. Asymptotic Normality of Finite Fourier Transforms of Stationary Generalized Processes;Selected Works of David Brillinger;2011-11-09
5. Some Examples of Empirical Fourier Analysis in Scientific Problems;Selected Works of David Brillinger;2011-11-09