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• W2952638338 abstract "Symmetries 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." @default.
• W2952638338 created "2019-06-27" @default.
• W2952638338 creator A5086634091 @default.
• W2952638338 date "2006-12-22" @default.
• W2952638338 modified "2023-09-27" @default.
• W2952638338 title "Multivariate Lag-Windows and Group Representations" @default.
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• W2952638338 hasPublicationYear "2006" @default.
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