| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5129688 | Statistics & Probability Letters | 2017 | 12 Pages |
Abstract
Pfaffel and Schlemm have investigated the sample covariance matrix with dependent entries motivated from moving average. Our former paper gave free probabilistic interpretation of it. In this paper, we suggest a new statistical hypothesis testing to coefficients of the moving average model using real second order freeness, which describes fluctuations of its almost sure limiting distribution.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Ayako Hasegawa, Noriyoshi Sakuma, Hiroaki Yoshida,