Large-sample approximations for variance-covariance matrices of high-dimensional time series

Aarhus / JSTOR (2016, 2017) [Journal Article]

Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability
Volume: 23
Issue: 4A
Page(s): 2299-2329

Authors

Selected Authors

Steland, Ansgar
von Sachs, Rainer

Identifier