Large-sample approximations for variance-covariance matrices of high-dimensional time series
Steland, Ansgar (Corresponding author); von Sachs, Rainer (Corresponding author)
Aarhus / JSTOR (2016, 2017) [Fachzeitschriftenartikel]
Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability
Band: 23
Ausgabe: 4A
Seite(n): 2299-2329
Identifikationsnummern
- DOI: 10.3150/16-BEJ811
- REPORT NUMBER: RWTH-2016-04075