Asymptotic Normality of the Sample Mean and Covariances of Evanescent Fields in Noise
نویسندگان
چکیده
We consider the asymptotic properties of the sample mean and the sample covariance sequence of a field composed of the sum of a purely-indeterministic and evanescent components. The asymptotic normality of the sample mean and sample covariances is established. A Bartlett-type formula for the asymptotic covariance matrix of the sample covariances of this field, is derived.
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تاریخ انتشار 2007