Note on Asymptotic Behavior of Spatial Sign Autocovariance Matrices
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A1 Alkuperäisartikkeli tieteellisessä aikakauslehdessä
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Authors
Voutilainen, Marko
Ilmonen, Pauliina
Viitasaari, Lauri
Lietzen, Niko
Date
2023-01
Major/Subject
Mcode
Degree programme
Language
en
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Statistics and Probability Letters
Abstract
In this paper, we consider the asymptotic properties of the spatial sign autocovariance matrix for Gaussian subordinated processes with a known location parameter.Description
Tallennetaan OA-artikkeli, kun julkaistu / KS
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Voutilainen, M, Ilmonen, P, Viitasaari, L & Lietzen, N 2023, ' Note on Asymptotic Behavior of Spatial Sign Autocovariance Matrices ', Statistics and Probability Letters, vol. 192, 109679 . https://doi.org/10.1016/j.spl.2022.109679