Dryden, Ian L, Kume, Alfred, Le, Huiling, Wood, Andrew T.A. (2010) Statistical inference for functions of the covariance matrix in the stationary Gaussian time-orthogonal principal components model. Annals of the Institute of Statistical Mathematics, 62 (5). pp. 967-994. ISSN 1572-9052. (doi:10.1007/s10463-008-0202-4) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:40533)
Item Type: | Article |
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DOI/Identification number: | 10.1007/s10463-008-0202-4 |
Additional information: | This record has been removed because it is a duplicate record. An alternative record of the same work is at https://kar.kent.ac.uk/30342/ |
Depositing User: | Stewart Brownrigg |
Date Deposited: | 07 Mar 2014 00:05 UTC |
Last Modified: | 27 Nov 2023 15:25 UTC |
Resource URI: | https://kar.kent.ac.uk/id/eprint/40533 (The current URI for this page, for reference purposes) |
Kume, Alfred: | https://orcid.org/0000-0001-7683-1693 |