Article ID Journal Published Year Pages File Type
1147084 Journal of Multivariate Analysis 2007 23 Pages PDF
Abstract

We consider the asymptotic properties of the sample mean and the sample covariance sequence of a field composed of the sum of a purely indeterministic and evanescent components. The asymptotic normality of the sample mean and sample covariances is established. A Bartlett-type formula for the asymptotic covariance matrix of the sample covariances of this field, is derived.

Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis