Multivariate Lag-Windows and Group Representations

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dc.creatorBerg, Arthur
dc.date2006-12-22
dc.date.accessioned2026-07-07T08:08:29Z
dc.date.available2026-07-07T08:08:29Z
dc.descriptionSymmetries of the auto-cumulant function (the generalization of the auto-covariance function) of a kth-order stationary time series are derived through a connection with the symmetric group of degree k. Using theory of group representations, symmetries of the auto-cumulant function are demystified and lag-window functions are symmetrized to satisfy these symmetries. A generalized Gabr-Rao optimal kernel, used to estimate general kth-order spectra, is also derived through the developed theory.
dc.description19 pages, 3 figures
dc.identifierhttps://arxiv.org/abs/math/0612674
dc.identifierhttp://arxiv.org/abs/math/0612674
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/131281
dc.subjectStatistics Theory
dc.subject37M10
dc.titleMultivariate Lag-Windows and Group Representations
dc.typetext

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