Asymptotic properties of spectral estimates of second order

  • David R. Brillinger
Chapter
Part of the Selected Works in Probability and Statistics book series (SWPS)

Abstract

Let X(t) (t = 0, ± 1,... ) be a zero mean, r vector-valued, strictly stationary time series satisfying a particular assumption about the near-independence of widely separated values.

Keywords

Covariance 

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Copyright information

© Springer Science+Business Media, LLC 2012

Authors and Affiliations

  • David R. Brillinger
    • 1
  1. 1.London School of Economics and Political ScienceLondonUK

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