Pages that link to "Item:Q3411054"
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The following pages link to A Modified Nonparametric Prewhitened Covariance Estimator (Q3411054):
Displaying 3 items.
- Nonparametric multiplicative bias correction for kernel-type density estimation on the unit interval (Q962277) (← links)
- A Thresholding-Based Prewhitened Long-Run Variance Estimator and Its Dependence-Oracle Property (Q4602128) (← links)
- Estimating the quadratic covariation matrix for asynchronously observed high frequency stock returns corrupted by additive measurement error (Q5964706) (← links)