Note on asymptotic behavior of spatial sign autocovariance matrices
: Voutilainen Marko, Ilmonen Pauliina, Viitasaari Lauri, Lietzén Niko
Publisher: Elsevier BV
: 2023
: Statistics and Probability Letters
: 109679
: 192
DOI: https://doi.org/10.1016/j.spl.2022.109679(external)
: https://doi.org/10.1016/j.spl.2022.109679(external)
: https://research.utu.fi/converis/portal/detail/Publication/176483598(external)
In this paper, we consider the asymptotic properties of the spatial sign autocovariance
matrix for Gaussian subordinated processes with a known location parameter.
UTU Research Portal