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

In: Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability
Band: 23
Heft: 4A
Seite(n)/Artikel-Nr.: 2299-2329