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.
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. © 2008 Elsevier B.V. All rights reserved.
On the asymptotic behaviour of random matrices in a multivariate statistical model / Cerqueti, R.; Costantini, M.. - In: STATISTICS & PROBABILITY LETTERS. - ISSN 0167-7152. - 78:14(2008), pp. 2039-2045. [10.1016/j.spl.2008.01.051]
On the asymptotic behaviour of random matrices in a multivariate statistical model
Cerqueti R.;Costantini M.
2008
Abstract
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. © 2008 Elsevier B.V. All rights reserved.| File | Dimensione | Formato | |
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