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]