Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes (Q4013241): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes |
scientific article |
Statements
Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes (English)
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27 September 1992
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alpha mixing condition
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phi mixing condition
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consistency proof
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general kernel-based covariance estimators
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mixingales
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robust covariance matrix estimation
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