Statistical inference of multivariate distribution parameters for non-gaussian distributed time series

Acta Physica Polonica B

Volumn 36, Issue 9, 2005, Pages 2785-2796

  Repetowicz, Przemyslaw ^a   Richmond, Peter ^a  

^a TRINITY COLLEGE DUBLIN   (Ireland)

Author keywords

[No Author keywords available]

Indexed keywords

EIGENVALUES AND EIGENFUNCTIONS; MATRIX ALGEBRA; PARAMETER ESTIMATION; TIME SERIES ANALYSIS;

COVARIANCE MATRICES; INTEGER MOMENTS; MULTIVARIATE DISTRIBUTION;

STATISTICAL METHODS;

EID: 33644882078     PISSN: 05874254     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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