Pages that link to "Item:Q2000826"
From MaRDI portal
The following pages link to Estimation of longrun variance of continuous time stochastic process using discrete sample (Q2000826):
Displaying 5 items.
- A theory of robust long-run variance estimation (Q289220) (← links)
- On discrete stochastic processes with long-lasting time dependence in the variance (Q977890) (← links)
- Testing for stationarity at high frequency (Q2182131) (← links)
- Asymptotic F test in regressions with observations collected at high frequency over long span (Q6108300) (← links)
- Some fixed-\(b\) results for regressions with high frequency data over long spans (Q6664653) (← links)