User menu

Large-Sample Approximations for Variance-Covariance Matrices of High-Dimensional Time Series

Bibliographic reference Steland, Ansgar ; von Sachs, Rainer. Large-Sample Approximations for Variance-Covariance Matrices of High-Dimensional Time Series. ISBA Discussion Paper ; 2014/31 (2014) 22 pages
Permanent URL http://hdl.handle.net/2078.1/146545