A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables (Q2323372)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables |
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A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables (English)
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2 September 2019
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dynamic covariance matrix
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MAMAR
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semiparametric estimation
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sparsity
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uniform consistency
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