Key points are not available for this paper at this time.
We consider a vector, discrete, time sequence x ( n ) , n = 0, ± 1 ···, of p components X j ( n ) , j = 1, ··· p. For the most part we shall assume x ( n ) to be strictly stationary and with finite variances. Thus if μ is the mean vector we shall have
Hannan et al. (Mon,) studied this question.