Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes (Q4013241)
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scientific article; zbMATH DE number 64017
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| English | Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes |
scientific article; zbMATH DE number 64017 |
Statements
Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes (English)
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27 September 1992
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alpha mixing condition
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phi mixing condition
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consistency proof
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general kernel-based covariance estimators
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mixingales
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robust covariance matrix estimation
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0.91542715
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0.90962577
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0.90623426
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0.90469646
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