Note on asymptotic behavior of spatial sign autocovariance matrices

被引：0

作者：

Voutilainen, Marko ^{[1
]}

Ilmonen, Pauliina ^{[2
]}

Viitasaari, Lauri ^{[3
]}

Lietzen, Niko ^{[4
]}

机构：

[1] Univ Turku, Dept Accounting & Finance, Turku, Finland

[2] Aalto Univ, Dept Math & Syst Anal, Espoo, Finland

[3] Uppsala Univ, Dept Math, Uppsala, Sweden

[4] Univ Turku, Dept Math & Stat, Turku, Finland

来源：

STATISTICS & PROBABILITY LETTERS | 2023年 / 192卷

基金：

芬兰科学院;

关键词：

Spatial sign; Autocovariance matrix; Gaussian subordinated process;

D O I：

10.1016/j.spl.2022.109679

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we consider the asymptotic properties of the spatial sign autocovariance matrix for Gaussian subordinated processes with a known location parameter.(c) 2022 The Author(s). Published by Elsevier B.V. This is an open access article under the CC BY license (http://creativecommons.org/licenses/by/4.0/).

引用

页数：8

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