Pages that link to "Item:Q3479375"
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The following pages link to Limit theory for the sample covariance and correlation matrix functions of a class of multivariate linear processes (Q3479375):
Displaying 6 items.
- More limit theory for the sample correlation function of moving averages (Q1062404) (← links)
- The sample autocorrelations of heavy-tailed processes with applications to ARCH (Q1807140) (← links)
- Asymptotic distributions of functions of the eigenvalues of sample covariance matrix and canonical correlation matrix in multivariate time series (Q1822435) (← links)
- Strong approximation for cross-covariances of linear variables with long-range dependence (Q1910903) (← links)
- Limit Theorems for Traces of Sample Covariance Matrices (Q3221113) (← links)
- (Q4453361) (← links)