{"doi":"10.1111/jtsa.12159","title":"Separation of Uncorrelated Stationary time series using Autocovariance Matrices","abstract":"<jats:p>In blind source separation, one assumes that the observed p time series are linear combinations of p latent uncorrelated weakly stationary time series. To estimate the unmixing matrix, which transforms the observed time series back to uncorrelated latent time series, second‐order blind identification (SOBI) uses joint diagonalization of the covariance matrix and autocovariance matrices with several lags. In this article, we find the limiting distribution of the well‐known symmetric SOBI estimator under general conditions and compare its asymptotical efficiencies to those of the recently introduced deflation‐based SOBI estimator. The theory is illustrated by some finite‐sample simulation studies.</jats:p>","journal":"Journal of Time Series Analysis","year":2015,"id":3869,"datarank":0.5456379239589579,"base_score":3.6375861597263857,"endowment":3.6375861597263857,"self_citation_contribution":0.5456379239589579,"citation_network_contribution":0.0,"self_endowment_contribution":0.5456379239589579,"citer_contribution":0.0,"corpus_percentile":null,"corpus_rank":null,"citation_count":37,"citer_count":0,"citers_with_citation_signal":0,"citers_with_endowment":0,"datacite_reuse_total":0,"is_dataset":false,"is_dataset_confidence":0.0452,"is_oa":true,"file_count":0,"downloads":0,"has_version_chain":false,"published_date":"2015-09-09","fair_score":null,"fair_percentile":null,"algorithm_id":"datarank_citation_only_1hop_v6","ranking_scope":"data_only","authors":[{"id":39616,"name":"Katrin Illner","orcid":null,"position":1,"is_corresponding":false},{"id":39617,"name":"Klaus Nordhausen","orcid":"0000-0002-3758-8501","position":2,"is_corresponding":false},{"id":39618,"name":"Hannu Oja","orcid":"0000-0002-4945-5976","position":3,"is_corresponding":false},{"id":39619,"name":"Sara Taskinen","orcid":"0000-0001-9470-7258","position":4,"is_corresponding":false},{"id":42,"name":"Fabian Joachim Theis","orcid":"0000-0002-2419-1943","position":5,"is_corresponding":false},{"id":39620,"name":"J.K. Miettinen","orcid":"0000-0002-3270-7014","position":6,"is_corresponding":false},{"id":39615,"name":"Jari Miettinen","orcid":null,"position":0,"is_corresponding":true}],"reference_count":36,"raw_metadata":null,"created_at":"2026-03-01T18:20:47.508186Z","pmid":null,"pmcid":null,"fwci":null,"citation_percentile":null,"influential_citations":0,"oa_status":null,"license":null,"views":0,"total_file_size_bytes":0,"version_count":0,"fair_f":null,"fair_a":null,"fair_i":null,"fair_r":null,"fair_zscore":null,"fair_rationale":null,"fair_model":null,"fair_agent_version":null,"fair_fulltext_source":null,"fair_has_llm":null,"fair_computed_at":null,"clinical_trials":[],"software_tools":[],"db_accessions":[],"linked_datasets":[],"topics":[]}