A Thresholding-Based Prewhitened Long-Run Variance Estimator and Its Dependence-Oracle Property (Q4602128)
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scientific article; zbMATH DE number 6829983
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Thresholding-Based Prewhitened Long-Run Variance Estimator and Its Dependence-Oracle Property |
scientific article; zbMATH DE number 6829983 |
Statements
A Thresholding-Based Prewhitened Long-Run Variance Estimator and Its Dependence-Oracle Property (English)
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26 January 2018
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long-run variance
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prewhitening
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thresholding
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