Generalized Covariance Estimator (Q6190741)
From MaRDI portal
scientific article; zbMATH DE number 7813817
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized Covariance Estimator |
scientific article; zbMATH DE number 7813817 |
Statements
Generalized Covariance Estimator (English)
0 references
6 March 2024
0 references
commodities
0 references
continuously updating GMM
0 references
canonical correlation
0 references
generalized covariance estimator
0 references
mixed causal-noncausal process
0 references
portmanteau statistic
0 references
semiparametric estimator
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
