Note on Asymptotic Behavior of Spatial Sign Autocovariance Matrices

Marko Voutilainen; Pauliina Ilmonen; Lauri Viitasaari; Niko Lietzen

doi:10.1016/j.spl.2022.109679

Note on Asymptotic Behavior of Spatial Sign Autocovariance Matrices

Marko Voutilainen, Pauliina Ilmonen, Lauri Viitasaari, Niko Lietzen

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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 language	English
Article number	109679
Journal	Statistics and Probability Letters
Volume	192
Early online date	19 Sept 2022
DOIs	https://doi.org/10.1016/j.spl.2022.109679
Publication status	Published - Jan 2023
MoE publication type	A1 Journal article-refereed

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title = "Note on Asymptotic Behavior of Spatial Sign Autocovariance Matrices",

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

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AU - Lietzen, Niko

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DO - 10.1016/j.spl.2022.109679

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JO - Statistics and Probability Letters

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Note on Asymptotic Behavior of Spatial Sign Autocovariance Matrices

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