Negative Moment Bounds for Sample Autocovariance Matrices of Stationary Processes Driven by Conditional Heteroscedastic Errors and Their Applications (Q6423722)

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scientific article; zbMATH DE number 900576760
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Negative Moment Bounds for Sample Autocovariance Matrices of Stationary Processes Driven by Conditional Heteroscedastic Errors and Their Applications
scientific article; zbMATH DE number 900576760

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    18 January 2023
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    math.ST
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    stat.TH
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