Higher order cumulants of random vectors and applications to statistical inference and time series

Sankhya: The Indian Journal of Statistics

Volumn 68, Issue 2, 2006, Pages 326-356

  Jammalamadaka, S Rao ^a   Rao, Tata Subba ^b   Terdik, György ^c  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b UNIVERSITY OF MANCHESTER   (United Kingdom)

^c UNIVERSITY OF DEBRECEN   (Hungary)

Author keywords

Bhattacharya lower bound; Cumulants for likelihood functions; Cumulants for random vectors; Multivariate time series; Taylor series expansion

Indexed keywords

EID: 33751543370     PISSN: 09727671     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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