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)
Journal Article
In: Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability
Volume: 23
Issue: 4A
Page(s)/Article-Nr.: 2299-2329
Institutions
- Department of Mathematics [110000]
- Chair of Stochastics [116110]
Identifier
- DOI: 10.3150/16-BEJ811
- RWTH PUBLICATIONS: RWTH-2016-04075