On the asymptotic behaviour of random matrices in a multivariate statistical model
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.
Volume (Year): 78 (2008)
Issue (Month): 14 (October)
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