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]

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

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