ROBUST COVARIANCE MATRIX ESTIMATION: HAC ESTIMATES WITH LONG MEMORY/ANTIPERSISTENCE CORRECTION (Q5697630): Difference between revisions
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scientific article; zbMATH DE number 2215337
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ROBUST COVARIANCE MATRIX ESTIMATION: HAC ESTIMATES WITH LONG MEMORY/ANTIPERSISTENCE CORRECTION |
scientific article; zbMATH DE number 2215337 |
Statements
ROBUST COVARIANCE MATRIX ESTIMATION: HAC ESTIMATES WITH LONG MEMORY/ANTIPERSISTENCE CORRECTION (English)
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18 October 2005
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I(0) series
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