Pages that link to "Item:Q1845283"
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The following pages link to The uniform convergence of autocovariances (Q1845283):
Displaying 9 items.
- Adjusting for confounders in cross-correlation analysis: an application to resting state networks (Q721615) (← links)
- Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality (Q2227063) (← links)
- Multivariate time series analysis (Q2264530) (← links)
- Uniform convergence of autocovariances (Q2483462) (← links)
- Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes (Q2656594) (← links)
- Asymptotics of the sample mean and sample covariance of long-range-dependent series (Q4822475) (← links)
- Simultaneous inference for autocovariances based on autoregressive sieve bootstrap (Q5012852) (← links)
- Time Series Source Separation Using Dynamic Mode Decomposition (Q5114419) (← links)
- A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES (Q5859558) (← links)
