On the asymptotic behaviour of random matrices in a multivariate statistical model
Journal article
Cerqueti, R and Costantini, M (2008). On the asymptotic behaviour of random matrices in a multivariate statistical model. Statistics & Probability Letters. 78 (14), pp. 2039-2045. https://doi.org/10.1016/j.spl.2008.01.051
Authors | Cerqueti, R and Costantini, M |
---|---|
Abstract | This paper aims to provide a nonparametric analysis of the integrated processes of an integer order, via a theoretical solution of a generalized eigenvalue problem. To this end, we introduce a mean operator for the process, by using weights belonging to a Sobolev Space. |
Keywords | Generalized Eigenvalues Problem; Sobolev Spaces; Asymptotic Convergence |
Year | 2008 |
Journal | Statistics & Probability Letters |
Journal citation | 78 (14), pp. 2039-2045 |
Publisher | Elsevier BV |
ISSN | 0167-7152 |
Digital Object Identifier (DOI) | https://doi.org/10.1016/j.spl.2008.01.051 |
Publication dates | |
01 Feb 2008 | |
Publication process dates | |
Accepted | 09 Jan 2008 |
Deposited | 01 Apr 2020 |
Accepted author manuscript | License File Access Level Open |
Permalink -
https://openresearch.lsbu.ac.uk/item/896y9
Download files
Accepted author manuscript
Cerqueti_Costantini_revised.pdf | ||
License: CC BY-NC-ND 4.0 | ||
File access level: Open |
80
total views147
total downloads0
views this month0
downloads this month