Statistical inference for functions of the covariance matrix in the stationary Gaussian time-orthogonal principal components model

Ian Dryden, Alfred Kume, Huiling Le and Andrew Wood ()

Annals of the Institute of Statistical Mathematics, 2010, vol. 62, issue 5, 967-994

Keywords: Autoregressive; Central limit theorem; Configurational entropy; Principal components; Procrustes; Sample covariance; Shape; Size-and-shape (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/s10463-008-0202-4

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