Note on Asymptotic Behavior of Spatial Sign Autocovariance Matrices

Marko Voutilainen, Pauliina Ilmonen, Lauri Viitasaari, Niko Lietzen

Research output: Contribution to journalArticleScientificpeer-review

12 Downloads (Pure)

Abstract

In this paper, we consider the asymptotic properties of the spatial sign autocovariance matrix for Gaussian subordinated processes with a known location parameter.

Original languageEnglish
Article number109679
JournalStatistics and Probability Letters
Volume192
Early online date19 Sep 2022
DOIs
Publication statusPublished - Jan 2023
MoE publication typeA1 Journal article-refereed

Fingerprint

Dive into the research topics of 'Note on Asymptotic Behavior of Spatial Sign Autocovariance Matrices'. Together they form a unique fingerprint.

Cite this