Asymptotic distribution of the estimators of a harmonic component in a multivariate time series under m-dependence

• Multivariate time series with definite harmonic structure is considered, in the special case when the marginal univariate time series are independent and asymptotically stationary to second order. The asymptotic distribution of the estimators of a harmonic component under $m$-dependence is found

Ämnesord

NATURVETENSKAP  -- Matematik (hsv//swe)

NATURAL SCIENCES  -- Mathematics (hsv//eng)

Nyckelord

Asymptotic distribution; Banded covariance matrix; Estimators; Harmonic regression; Multivariate normal distribution; Multivariate time series

MATHEMATICS

MATEMATIK

Publikations- och innehållstyp

vet (ämneskategori)

rap (ämneskategori)