Pages that link to "Item:Q604359"

The following pages link to On the limiting spectral distribution of the covariance matrices of time-lagged processes (Q604359):

Displaying 7 items.

• Inference for time-varying lead-lag relationships from ultra-high-frequency data (Q825353) (← links)
• Estimation of the lead-lag parameter from non-synchronous data (Q1952430) (← links)
• No arbitrage and lead-lag relationships (Q2273697) (← links)
• Estimation of the lead-lag parameter between two stochastic processes driven by fractional Brownian motions (Q2330958) (← links)
• Convergence of the spectrum of empirical covariance matrices for independent MRW processes (Q2786484) (← links)
• Wavelet-Based Methods for High-Frequency Lead-Lag Analysis (Q3122063) (← links)
• On the Asymptotic Structure of Brownian Motions with a Small Lead-Lag Effect (Q4578217) (← links)