Note on asymptotic behavior of spatial sign autocovariance matrices

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dc.contributor.authorVoutilainen Marko
dc.contributor.authorIlmonen Pauliina
dc.contributor.authorViitasaari Lauri
dc.contributor.authorLietzén Niko
dc.contributor.organizationfi=laskentatoimen ja rahoituksen laitos|en=Department of Accounting and Finance|
dc.contributor.organizationfi=matematiikka|en=Mathematics|
dc.contributor.organization-code1.2.246.10.2458963.20.41687507875
dc.contributor.organization-code1.2.246.10.2458963.20.70648218033
dc.converis.publication-id176483598
dc.converis.urlhttps://research.utu.fi/converis/portal/Publication/176483598
dc.date.accessioned2022-10-28T14:14:51Z
dc.date.available2022-10-28T14:14:51Z
dc.description.abstract<p>In this paper, we consider the asymptotic properties of the spatial sign autocovariance<br>matrix for Gaussian subordinated processes with a known location parameter.<br></p>
dc.identifier.jour-issn0167-7152
dc.identifier.olddbid187152
dc.identifier.oldhandle10024/170246
dc.identifier.urihttps://www.utupub.fi/handle/11111/42515
dc.identifier.urlhttps://doi.org/10.1016/j.spl.2022.109679
dc.identifier.urnURN:NBN:fi-fe2022102463174
dc.language.isoen
dc.okm.affiliatedauthorVoutilainen, Marko
dc.okm.affiliatedauthorLietzen, Niko
dc.okm.discipline112 Statistics and probabilityen_GB
dc.okm.discipline112 Tilastotiedefi_FI
dc.okm.internationalcopublicationinternational co-publication
dc.okm.internationalityInternational publication
dc.okm.typeA1 ScientificArticle
dc.publisherElsevier BV
dc.publisher.countryNetherlandsen_GB
dc.publisher.countryAlankomaatfi_FI
dc.publisher.country-codeNL
dc.relation.articlenumber109679
dc.relation.doi10.1016/j.spl.2022.109679
dc.relation.ispartofjournalStatistics and Probability Letters
dc.relation.volume192
dc.source.identifierhttps://www.utupub.fi/handle/10024/170246
dc.titleNote on asymptotic behavior of spatial sign autocovariance matrices
dc.year.issued2023

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