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

被引：1

作者：

Cerqueti, Roy ^{[1
]}

Costantini, Mauro ^{[1
]}

机构：

[1] Univ Roma La Sapienza, Fac Econ, Dept Math, I-00161 Rome, Italy

来源：

STATISTICS & PROBABILITY LETTERS | 2008年 / 78卷 / 14期

关键词：

D O I：

10.1016/j.spl.2008.01.051

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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. (C) 2008 Elsevier B.V. All rights reserved.

引用

页码：2039 / 2045

页数：7