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. In: Bernoulli : a journal of mathematical statistics and probability, Vol. 23, no. 4A, p. 2299-2329 (2017)
Permanent URL http://hdl.handle.net/2078.1/170149