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On the asymptotic behaviour of random matrices in a multivariate statistical model

This paper aims to provide a nonparametric analysis of the integrated processes of an integer order, via a theoretical solution of a generalized eigenvalue problem. To this end, we introduce a mean operator for the process, by using weights belonging to a Sobolev Space.
Year of publication:
2008
Authors: Cerqueti, Roy ; Costantini, Mauro
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 14, p. 2039-2045
Publisher: Elsevier
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005223216
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