Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1147084 | Journal of Multivariate Analysis | 2007 | 23 Pages |
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