Nonparametric approach for non-gaussian vector stationary processes

Journal of Multivariate Analysis

Volumn 56, Issue 2, 1996, Pages 259-283

  Taniguchi, Masanobu ^a   Puri, Madan L ^c   Kondo, Masao ^b  

^a OSAKA UNIVERSITY   (Japan)

^b KAGOSHIMA UNIVERSITY   (Japan)

^c NONE

Author keywords

Analysis of time series; Efficacy; Fourth order cumulant spectral density; Measure of linear dependence; Non Gaussian robustness; Non Gaussian vector stationary process; Nonparametric hypothesis testing; Principal components; Spectral density matrix

Indexed keywords

EID: 0030077092     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1996.0014     Document Type: Article

References (20)

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