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  • Search: subject:"MA(∞) processes"
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Year of publication
Subject
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Asymptotic normality 2 MA(∞) processes 2 Minimum distance index 2 AMUSE 1 Autocovariance 1 Autocovariance matrix 1 Blind source separation 1 SOBI 1
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Undetermined 2
Type of publication
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Article 2
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Undetermined 2
Author
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Miettinen, Jari 2 Nordhausen, Klaus 2 Oja, Hannu 2 Taskinen, Sara 2
Published in...
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Journal of Multivariate Analysis 1 Statistics & Probability Letters 1
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RePEc 2
Showing 1 - 2 of 2
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Deflation-based separation of uncorrelated stationary time series
Miettinen, Jari; Nordhausen, Klaus; Oja, Hannu; … - In: Journal of Multivariate Analysis 123 (2014) C, pp. 214-227
limiting covariance matrix of the deflation-based SOBI estimate is given for general multivariate MA(∞) processes. Finally, a …
Persistent link: https://www.econbiz.de/10011042070
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Statistical properties of a blind source separation estimator for stationary time series
Miettinen, Jari; Nordhausen, Klaus; Oja, Hannu; … - In: Statistics & Probability Letters 82 (2012) 11, pp. 1865-1873
matrix of the AMUSE estimate is given for general MA(∞) processes. …
Persistent link: https://www.econbiz.de/10011040036
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