Skip to main content
Kent Academic Repository

Item Removed: Statistical inference for functions of the covariance matrix in the stationary Gaussian time-orthogonal principal components model

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
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

Total unique views for this document in KAR since July 2020. For more details click on the image.