Statistical properties of a blind source separation estimator for stationary time series
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References listed on IDEAS
- Ilmonen, Pauliina & Nevalainen, Jaakko & Oja, Hannu, 2010. "Characteristics of multivariate distributions and the invariant coordinate system," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 1844-1853, December.
- Su, Nan & Lund, Robert, 2012. "Multivariate versions of Bartlett’s formula," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 18-31.
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- Lietzén, Niko & Nordhausen, Klaus & Ilmonen, Pauliina, 2016. "Minimum distance index for complex valued ICA," Statistics & Probability Letters, Elsevier, vol. 118(C), pages 100-106.
- repec:eee:ecosta:v:4:y:2017:i:c:p:57-69 is not listed on IDEAS
- Miettinen, Jari & Nordhausen, Klaus & Oja, Hannu & Taskinen, Sara, 2014. "Deflation-based separation of uncorrelated stationary time series," Journal of Multivariate Analysis, Elsevier, vol. 123(C), pages 214-227.
- Taskinen, Sara & Miettinen, Jari & Nordhausen, Klaus, 2016. "A more efficient second order blind identification method for separation of uncorrelated stationary time series," Statistics & Probability Letters, Elsevier, vol. 116(C), pages 21-26.
- Matilainen, Markus & Nordhausen, Klaus & Oja, Hannu, 2015. "New independent component analysis tools for time series," Statistics & Probability Letters, Elsevier, vol. 105(C), pages 80-87.
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KeywordsAMUSE; Asymptotic normality; Autocovariance matrix; MA(∞) processes; Minimum distance index;
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