Inverse moment bounds for sample autocovariance matrices based on detrended time series and their applications (Q2341886): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 17:17, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inverse moment bounds for sample autocovariance matrices based on detrended time series and their applications |
scientific article |
Statements
Inverse moment bounds for sample autocovariance matrices based on detrended time series and their applications (English)
0 references
6 May 2015
0 references
regression model with time series errors
0 references
inverse moment bounds
0 references
sample autocovariance matrix
0 references
detrended time series
0 references
moment convergence
0 references
banded Cholesky factorization
0 references
