Pages that link to "Item:Q1910903"
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The following pages link to Strong approximation for cross-covariances of linear variables with long-range dependence (Q1910903):
Displaying 5 items.
- Limit theorems for quadratic forms with applications to Whittle's estimate (Q1296590) (← links)
- Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage (Q1639677) (← links)
- Shrinkage for covariance estimation: asymptotics, confidence intervals, bounds and applications in sensor monitoring and finance (Q1757253) (← links)
- On almost sure limit theorems for heavy-tailed products of long-range dependent linear processes (Q2169070) (← links)
- Testing and estimating change-points in the covariance matrix of a high-dimensional time series (Q2306269) (← links)
