Pages that link to "Item:Q4677004"
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The following pages link to A Nonparametric Prewhitened Covariance Estimator (Q4677004):
Displaying 7 items.
- Non-parametric confidence intervals for covariance and correlation (Q483495) (← links)
- Nonparametric multiplicative bias correction for kernel-type density estimation on the unit interval (Q962277) (← links)
- The Block-Block Bootstrap for Time Series (Q2859302) (← links)
- A Modified Nonparametric Prewhitened Covariance Estimator (Q3411054) (← links)
- NONPARAMETRIC INFERENCE FOR UNBALANCED TIME SERIES DATA (Q5697628) (← links)
- Estimating the quadratic covariation matrix for asynchronously observed high frequency stock returns corrupted by additive measurement error (Q5964706) (← links)
- Prewhitened long-run variance estimation robust to nonstationarity (Q6573810) (← links)