Pages that link to "Item:Q538182"
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The following pages link to On the maximum of covariance estimators (Q538182):
Displaying 8 items.
- Simultaneous confidence bands for sequential autoregressive fitting (Q392061) (← links)
- Change-point analysis in increasing dimension (Q444964) (← links)
- Extremes of weighted Brownian bridges in increasing dimension (Q907364) (← links)
- (Consistently) testing strict exogeneity against the alternative of predeterminedness in linear time-series models (Q2208685) (← links)
- A Darling-Erdős type result for stationary ellipsoids (Q2444629) (← links)
- Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes (Q2656594) (← links)
- A New Test for Checking the Equality of the Correlation Structures of two time Series (Q2802913) (← links)
- Simultaneous inference for autocovariances based on autoregressive sieve bootstrap (Q5012852) (← links)
