Large-sample approximations for variance-covariance matrices of high-dimensional time series

From MaRDI portal
Publication:2405110

DOI10.3150/16-BEJ811zbMath1388.62269arXiv1704.06230OpenAlexW1653403902MaRDI QIDQ2405110

Ansgar Steland, Rainer von Sachs

Publication date: 21 September 2017

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1704.06230




Related Items (6)




This page was built for publication: Large-sample approximations for variance-covariance matrices of high-dimensional time series