Let \(\left\{X_{t} ; t \in \mathbb{Z}\right\}\) be a strictly stationary process with mean zero and autovariance function (a.c.v.f.) \(\gamma_{x}, v \in \mathbb{Z}\). Let \(\hat{\gamma}_{v}=n^{-1} \sum_{t=1}^{n-\mid v_{i}} X_{1} X_{r+|x|}\) be the serial covariance of order \(v\) computed from a sam
โฆ LIBER โฆ
Sampling Properties ofU-statistics for a Class of Stationary Nonlinear Processes
โ Scribed by Kamal C. Chanda
- Publisher
- Springer Japan
- Year
- 2006
- Tongue
- English
- Weight
- 157 KB
- Volume
- 58
- Category
- Article
- ISSN
- 0020-3157
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