A1 Refereed original research article in a scientific journal

Note on asymptotic behavior of spatial sign autocovariance matrices



Authors: Voutilainen Marko, Ilmonen Pauliina, Viitasaari Lauri, Lietzén Niko

Publisher: Elsevier BV

Publication year: 2023

Journal: Statistics and Probability Letters

Article number: 109679

Volume: 192

DOI: https://doi.org/10.1016/j.spl.2022.109679

Web address : https://doi.org/10.1016/j.spl.2022.109679

Self-archived copy’s web address: https://research.utu.fi/converis/portal/detail/Publication/176483598


Abstract

In this paper, we consider the asymptotic properties of the spatial sign autocovariance
matrix for Gaussian subordinated processes with a known location parameter.


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Last updated on 2024-26-11 at 21:50