𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Statistical inference for functions of the covariance matrix in the stationary Gaussian time-orthogonal principal components model

✍ Scribed by Ian L. Dryden; Alfred Kume; Huiling Le; Andrew T. A. Wood


Publisher
Springer Japan
Year
2008
Tongue
English
Weight
541 KB
Volume
62
Category
Article
ISSN
0020-3157

No coin nor oath required. For personal study only.