On the maximum of covariance estimators
From MaRDI portal
Publication:538182
DOI10.1016/j.jmva.2011.02.003zbMath1274.60068MaRDI QIDQ538182
Publication date: 23 May 2011
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2011.02.003
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60F05: Central limit and other weak theorems
62M09: Non-Markovian processes: estimation
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