Covariance estimation under spatial dependence
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- Bradley, Richard C., 1981. "Central limit theorems under weak dependence," Journal of Multivariate Analysis, Elsevier, vol. 11(1), pages 1-16, March.
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Cited by:
- Lim, Chae Young & Stein, Michael, 2008. "Properties of spatial cross-periodograms using fixed-domain asymptotics," Journal of Multivariate Analysis, Elsevier, vol. 99(9), pages 1962-1984, October.
- Furrer, Reinhard & Bengtsson, Thomas, 2007. "Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter variants," Journal of Multivariate Analysis, Elsevier, vol. 98(2), pages 227-255, February.
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Keywords
Covariance estimation Bias Increasing-domain asymptotics Infill asymptotics Principal components;Statistics
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